Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ E: Macroeconomics and Monetary Economics
/ / E4: Money and Interest Rates
/ / / E43: Interest Rates: Determination, Term Structure, and Effects

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This JEL code is mentioned in the following RePEc Biblio entries:

1. Forecasting Economic Activity Using Financial Variables
2. Monetary Theory

2020

• Kučera, Adam, 2020, "Identification of triggers of U.S. yield curve movements," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2020.101288.
• Jang, Woon Wook, 2020, "Risk aversion, uncertainty, and monetary policy: Structural vector autoregressions identified with high-frequency external instruments," Economics Letters, Elsevier, volume 186, issue C, DOI: 10.1016/j.econlet.2019.108675.
• Boungou, Whelsy, 2020, "Negative interest rates policy and banks’ risk-taking: Empirical evidence," Economics Letters, Elsevier, volume 186, issue C, DOI: 10.1016/j.econlet.2019.108760.
• Hattori, Takahiro, 2020, "The impact of quantitative and qualitative easing on term structure: Evidence from micro-level data," Economics Letters, Elsevier, volume 195, issue C, DOI: 10.1016/j.econlet.2020.109347.
• ter Ellen, Saskia & Jansen, Edvard & Midthjell, Nina Larsson, 2020, "ECB Spillovers and domestic monetary policy effectiveness in small open economies," European Economic Review, Elsevier, volume 121, issue C, DOI: 10.1016/j.euroecorev.2019.103338.
• Cesa-Bianchi, Ambrogio & Thwaites, Gregory & Vicondoa, Alejandro, 2020, "Monetary policy transmission in the United Kingdom: A high frequency identification approach," European Economic Review, Elsevier, volume 123, issue C, DOI: 10.1016/j.euroecorev.2020.103375.
• Lopez, Jose A. & Rose, Andrew K. & Spiegel, Mark M., 2020, "Why have negative nominal interest rates had such a small effect on bank performance? Cross country evidence," European Economic Review, Elsevier, volume 124, issue C, DOI: 10.1016/j.euroecorev.2020.103402.
• Boscá, J.E. & Doménech, R. & Ferri, J. & Méndez, R. & Rubio-Ramírez, J.F., 2020, "Financial and fiscal shocks in the great recession and recovery of the Spanish economy," European Economic Review, Elsevier, volume 127, issue C, DOI: 10.1016/j.euroecorev.2020.103469.
• Nasir, Muhammad Ali & Balsalobre-Lorente, Daniel & Huynh, Toan Luu Duc, 2020, "Anchoring inflation expectations in the face of oil shocks & in the proximity of ZLB: A tale of two targeters," Energy Economics, Elsevier, volume 86, issue C, DOI: 10.1016/j.eneco.2020.104662.
• Nasir, Muhammad Ali & Huynh, Toan Luu Duc & Yarovaya, Larisa, 2020, "Inflation targeting & implications of oil shocks for inflation expectations in oil-importing and exporting economies: Evidence from three Nordic Kingdoms," International Review of Financial Analysis, Elsevier, volume 72, issue C, DOI: 10.1016/j.irfa.2020.101558.
• Baars, Maren & Cordes, Henning & Mohrschladt, Hannes, 2020, "How negative interest rates affect the risk-taking of individual investors: Experimental evidence," Finance Research Letters, Elsevier, volume 32, issue C, DOI: 10.1016/j.frl.2019.04.035.
• Jang, Hyeonung & Seo, Byoung Ki, 2020, "Monetary policy rate expectation and energy prices during the FOMC announcement period," Finance Research Letters, Elsevier, volume 32, issue C, DOI: 10.1016/j.frl.2019.01.005.
• Ishii, Hokuto, 2020, "Arbitrage-free relative Nelson–Siegel model," Finance Research Letters, Elsevier, volume 37, issue C, DOI: 10.1016/j.frl.2019.101377.
• Doojav, Gan-Ochir & Gantumur, Munkhbayar, 2020, "Measuring the natural rate of interest in a commodity exporting economy: Evidence from Mongolia," International Economics, Elsevier, volume 161, issue C, pages 199-218, DOI: 10.1016/j.inteco.2019.12.001.
• Okimoto, Tatsuyoshi & Takaoka, Sumiko, 2020, "No-arbitrage determinants of credit spread curves under the unconventional monetary policy regime in Japan," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 64, issue C, DOI: 10.1016/j.intfin.2019.101143.
• Konya, Istvan & Maduko, Franklin, 2020, "Interest premium and external position: A state dependent approach," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 66, issue C, DOI: 10.1016/j.intfin.2020.101192.
• Lee, Dong Jin & Hahm, Joon-Ho & Park, Hail & Park, Ki Young, 2020, "Measuring the Natural Rate of Interest with Financial Gaps: The Cases of Japan and South Korea," Japan and the World Economy, Elsevier, volume 54, issue C, DOI: 10.1016/j.japwor.2020.101009.
• Lemke, Wolfgang & Werner, Thomas, 2020, "Dissecting long-term Bund yields in the run-up to the ECB’s public sector purchase programme," Journal of Banking & Finance, Elsevier, volume 111, issue C, DOI: 10.1016/j.jbankfin.2019.105682.
• Lloyd, Simon P., 2020, "Estimating nominal interest rate expectations: Overnight indexed swaps and the term structure," Journal of Banking & Finance, Elsevier, volume 119, issue C, DOI: 10.1016/j.jbankfin.2020.105915.
• Czudaj, Robert L., 2020, "Is the negative interest rate policy effective?," Journal of Economic Behavior & Organization, Elsevier, volume 174, issue C, pages 75-86, DOI: 10.1016/j.jebo.2020.03.031.
• Bruna, Karel & Tran, Quang Van, 2020, "The central banks’ ability to control variability of money market interest rates: The case of inflation targeting countries," Journal of Economic Behavior & Organization, Elsevier, volume 176, issue C, pages 384-402, DOI: 10.1016/j.jebo.2020.04.012.
• Airaudo, Marco, 2020, "Temptation and forward-guidance," Journal of Economic Theory, Elsevier, volume 186, issue C, DOI: 10.1016/j.jet.2019.104989.
• Zannini, Ugo, 2020, "The optimal quantity of money and partially-liquid assets," Journal of Economic Theory, Elsevier, volume 188, issue C, DOI: 10.1016/j.jet.2020.105034.
• Corradin, Stefano & Maddaloni, Angela, 2020, "The importance of being special: Repo markets during the crisis," Journal of Financial Economics, Elsevier, volume 137, issue 2, pages 392-429, DOI: 10.1016/j.jfineco.2020.02.006.
• Fleckenstein, Matthias & Longstaff, Francis A., 2020, "The US Treasury floating rate note puzzle: Is there a premium for mark-to-market stability?," Journal of Financial Economics, Elsevier, volume 137, issue 3, pages 637-658, DOI: 10.1016/j.jfineco.2020.04.006.
• Bretscher, Lorenzo & Hsu, Alex & Tamoni, Andrea, 2020, "Fiscal policy driven bond risk premia," Journal of Financial Economics, Elsevier, volume 138, issue 1, pages 53-73, DOI: 10.1016/j.jfineco.2020.04.010.
• Acharya, Viral V. & Imbierowicz, Björn & Steffen, Sascha & Teichmann, Daniel, 2020, "Does the lack of financial stability impair the transmission of monetary policy?," Journal of Financial Economics, Elsevier, volume 138, issue 2, pages 342-365, DOI: 10.1016/j.jfineco.2020.06.011.
• Breach, Tomas & D’Amico, Stefania & Orphanides, Athanasios, 2020, "The term structure and inflation uncertainty," Journal of Financial Economics, Elsevier, volume 138, issue 2, pages 388-414, DOI: 10.1016/j.jfineco.2020.04.013.
• Gambacorta, Leonardo & Murcia, Andrés, 2020, "The impact of macroprudential policies in Latin America: An empirical analysis using credit registry data," Journal of Financial Intermediation, Elsevier, volume 42, issue C, DOI: 10.1016/j.jfi.2019.04.004.
• Glick, Reuven, 2020, "r* and the global economy," Journal of International Money and Finance, Elsevier, volume 102, issue C, DOI: 10.1016/j.jimonfin.2019.102105.
• Garcia Revelo, José David & Lucotte, Yannick & Pradines-Jobet, Florian, 2020, "Macroprudential and monetary policies: The need to dance the Tango in harmony," Journal of International Money and Finance, Elsevier, volume 108, issue C, DOI: 10.1016/j.jimonfin.2020.102156.
• Palmén, Olli, 2020, "Sovereign default risk and credit supply: Evidence from the euro area," Journal of International Money and Finance, Elsevier, volume 109, issue C, DOI: 10.1016/j.jimonfin.2020.102257.
• Klomp, Jeroen, 2020, "Do natural disasters affect monetary policy? A quasi-experiment of earthquakes," Journal of Macroeconomics, Elsevier, volume 64, issue C, DOI: 10.1016/j.jmacro.2019.103164.
• Cifarelli, Giulio & Paladino, Giovanna, 2020, "A non-linear analysis of the sovereign bank nexus in the EU," The Journal of Economic Asymmetries, Elsevier, volume 21, issue C, DOI: 10.1016/j.jeca.2019.e00135.
• Klose, Jens, 2020, "Equilibrium real interest rates for the BRICS countries," The Journal of Economic Asymmetries, Elsevier, volume 21, issue C, DOI: 10.1016/j.jeca.2020.e00155.
• Akosah, Nana Kwame & Alagidede, Imhotep Paul & Schaling, Eric, 2020, "Testing for asymmetry in monetary policy rule for small-open developing economies: Multiscale Bayesian quantile evidence from Ghana," The Journal of Economic Asymmetries, Elsevier, volume 22, issue C, DOI: 10.1016/j.jeca.2020.e00182.
• Ehrmann, Michael & Talmi, Jonathan, 2020, "Starting from a blank page? Semantic similarity in central bank communication and market volatility," Journal of Monetary Economics, Elsevier, volume 111, issue C, pages 48-62, DOI: 10.1016/j.jmoneco.2019.01.028.
• Atkinson, Tyler & Richter, Alexander W. & Throckmorton, Nathaniel A., 2020, "The zero lower bound and estimation accuracy," Journal of Monetary Economics, Elsevier, volume 115, issue C, pages 249-264, DOI: 10.1016/j.jmoneco.2019.06.007.
• Parnes, Dror, 2020, "Exploring economic anomalies in the S&P500 index," The Quarterly Review of Economics and Finance, Elsevier, volume 76, issue C, pages 292-309, DOI: 10.1016/j.qref.2019.09.012.
• Urbschat, Florian & Watzka, Sebastian, 2020, "Quantitative easing in the Euro Area – An event study approach," The Quarterly Review of Economics and Finance, Elsevier, volume 77, issue C, pages 14-36, DOI: 10.1016/j.qref.2019.10.008.
• Holland, Quynh Chau Pham & Liu, Benjamin & Roca, Eduardo & Salisu, Afees A., 2020, "Mortgage asymmetric pricing, cash rate and international funding cost: Australian evidence," International Review of Economics & Finance, Elsevier, volume 65, issue C, pages 46-68, DOI: 10.1016/j.iref.2019.09.009.
• Kim, Young Min & Kang, Kyu Ho & Ka, Kook, 2020, "Do bond markets find inflation targets credible? Evidence from five inflation-targeting countries," International Review of Economics & Finance, Elsevier, volume 67, issue C, pages 66-84, DOI: 10.1016/j.iref.2019.12.007.
• Nasir, Muhammad Ali & Duc Huynh, Toan Luu & Vo, Xuan Vinh, 2020, "Exchange rate pass-through & management of inflation expectations in a small open inflation targeting economy," International Review of Economics & Finance, Elsevier, volume 69, issue C, pages 178-188, DOI: 10.1016/j.iref.2020.04.010.
• Lapshin, Victor & Sohatskaya, Sofia, 2020, "Choosing the weighting coefficients for estimating the term structure from sovereign bonds," International Review of Economics & Finance, Elsevier, volume 70, issue C, pages 635-648, DOI: 10.1016/j.iref.2020.08.011.
• Killins, Robert N. & Mollick, Andre V., 2020, "Performance of Canadian banks and oil price movements," Research in International Business and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.ribaf.2020.101258.
• Waheed, Rida & Sarwar, Suleman & Dignah, Ashwaq, 2020, "The role of non-oil exports, tourism and renewable energy to achieve sustainable economic growth: What we learn from the experience of Saudi Arabia," Structural Change and Economic Dynamics, Elsevier, volume 55, issue C, pages 49-58, DOI: 10.1016/j.strueco.2020.06.005.
• Weshah Razzak, 2020, "The Riddle of the Natural Rate of Interest," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 2020/08, Aug.
• Best, Michael Carlos & Cloyne, James & Ilzetzki, Ethan & Kleven, Henrik Jacobsen, 2020, "Estimating the elasticity of intertemporal substitution using mortgage notches," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 88185, Mar.
• Jan Priewe, 2020, "Why 3 and 60 per cent? The rationale of the reference values for fiscal deficits and debt in the European Economic and Monetary Union," European Journal of Economics and Economic Policies: Intervention, Edward Elgar Publishing, volume 17, issue 2, pages 111-126, September.
• John Smithin, 2020, "Interest rates, income distribution and the monetary policy transmissions mechanism under endogenous money: what have we learned 30 years on from Horizontalists and Verticalists?," European Journal of Economics and Economic Policies: Intervention, Edward Elgar Publishing, volume 17, issue 3, pages 381-398, November.
• Frédérique Bec & Alain Guay, 2020, "A simple unit root test consistent against any stationary alternative," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2020-10.
• Nicholas Apergis & Mobeen Ur Rehman & Arusha Cooray, 2020, "Do fiscal shocks explain bond yield in high- and low-debt economies?," Journal of Economic Studies, Emerald Group Publishing Limited, volume 48, issue 2, pages 468-494, June, DOI: 10.1108/JES-05-2019-0229.
• Noura Abu Asab, 2020, "Evidence of customer sophistication behaviour in deposit markets: the case of Qatar," Journal of Economic Studies, Emerald Group Publishing Limited, volume 47, issue 5, pages 1181-1196, June, DOI: 10.1108/JES-08-2019-0371.
• David Newbery, 2020, "The cost of CO2 abatement from Britain's only PWR: Sizewell B," Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge, number EPRG2013, May.
• Arjan Tushaj & Valentina Sinaj, 2020, "The Effect of Banking Concentration on Non-Performing Loans: The Case of Albania," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue 2, pages 433-442.
• Piotr Nowaczyk & Joanna Hernik, 2020, "Adopting the Euro will Cause an Increase in Prices: A Study on Inflationary Processes in Euro Area Member States," European Research Studies Journal, European Research Studies Journal, volume 0, issue 4, pages 377-403.
• Arjan Tushaj & Valentina Sinaj, 2020, "Does Banking Concentration Affect Non-Performing Loans in Albania?," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special 1, pages 1074-1083.
• Tatsuyoshi OKIMOTO & Sumiko TAKAOKA, 2020, "The Credit Spread Curve Distribution and Economic Fluctuations in Japan," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 20030, Apr.
• Ricardo Jacob Mendoza-Rivera & José Antonio Lozano-Díez & Francisco Venegas-Martínez, 2020, "Impacto de la pandemia Covid-19 en variables financieras relevantes en las principales economías de Latinoamérica," Economía: teoría y práctica, Universidad Autónoma Metropolitana, México, volume 0, issue 2, pages 125-144, Diciembre, DOI: 10.24275/ETYPUAM/NE/E052020/Mendoza.
• Eric McCoy, 2020, "Euro-US Dollar Exchange Rate Dynamics at the Effective Lower Bound," European Economy - Economic Briefs, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 055, Jul.
• Aymeric Ortmans, 2020, "Evolving Monetary Policy in the Aftermath of the Great Recession," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 20-01.
• Petr Hanzlík & Petr Teplý, 2020, "Institutional and Other Determinants of the Net Interest Margin of US and European Banks in a Low Interest Rate Environment," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2020/3, Jan, revised Jan 2020.
• Shahriyar Aliyev & Evzen Kocenda, 2020, "ECB Monetary Policy and Commodity Prices," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2020/8, Apr, revised Apr 2020.
• Paul Hubert & Fabien Labondance, 2020, "Central Bank Tone and the Dispersion of Views within Monetary Policy Committees," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2020-02, Jan.
• José E. Boscá & Rafael Doménech & Javier Ferri & José R. García & Camilo Ulloa, 2020, "The Stabilizing Effects of Economic Policies in Spain in Times of COVID-19," Studies on the Spanish Economy, FEDEA, number eee2020-42, Dec.
• Bing Tong, 2020, "Capacity Reduction Policy Under the Interest Rate Peg in China," CFDS Discussion Paper Series, Center for Financial Development and Stability at Henan University, Kaifeng, Henan, China, number 2020/2, Apr.
• Bing Tong & Guang Yang, 2020, "Interest Rate Pegging, Fluctuations, and Fiscal Policy in China," CFDS Discussion Paper Series, Center for Financial Development and Stability at Henan University, Kaifeng, Henan, China, number 2020/3, May.
• Makram El-Shagi & Kiril Tochkov, 2020, "Shadow of the Colossus: Euro Area Spillovers and Monetary Policy in Central and Eastern Europe," CFDS Discussion Paper Series, Center for Financial Development and Stability at Henan University, Kaifeng, Henan, China, number 2020/7, Nov.
• Dicle Ozdemir, 2020, "Interest Rate Volatility Regimes in Selected Asian Countries: A Univariate Markov Switching Analysis," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 15, issue 1, pages 56-69, March.
• Serdar Ongan & Ismet Gocer, 2020, "The Relationship between Interest Rates and Inflation: Examining the Fisher Effect in China," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 15, issue 2, pages 247-256, June.
• Indrajit Mitra & Yu Xu, 2020, "Limited Household Risk Sharing: General Equilibrium Implications for the Term Structure of Interest Rates," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2020-20, Nov, DOI: 10.29338/wp2020-20.
• Falk Bräuning & José Fillat & J. Christina Wang, 2020, "Corporate Debt Maturity and Monetary Policy," Current Policy Perspectives, Federal Reserve Bank of Boston, number 88967, Oct.
• Jorge Miranda-Pinto & Daniel P. Murphy & Kieran Walsh & Eric Young, 2020, "Saving Constraints, Debt, and the Credit Market Response to Fiscal Stimulus," Working Papers, Federal Reserve Bank of Cleveland, number 20-07, Feb, DOI: 10.26509/frbc-wp-202007.
• Alexander Dietrich & Keith Kuester & Gernot J. Müller & Raphael Schoenle, 2020, "News and Uncertainty about COVID-19: Survey Evidence and Short-Run Economic Impact," Working Papers, Federal Reserve Bank of Cleveland, number 20-12R, Apr, revised 22 Dec 2021, DOI: 10.26509/frbc-wp-202012r.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2020, "No-Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates," Working Papers, Federal Reserve Bank of Cleveland, number 20-27, Sep, DOI: 10.26509/frbc-wp-202027.
• Filippo Occhino, 2020, "Quantitative Easing and Direct Lending in Response to the COVID-19 Crisis," Working Papers, Federal Reserve Bank of Cleveland, number 20-29, Oct, DOI: 10.26509/frbc-wp-202029.
• Joseph G. Haubrich, 2020, "Does the Yield Curve Predict Output?," Working Papers, Federal Reserve Bank of Cleveland, number 20-34, Nov, DOI: 10.26509/frbc-wp-202034.
• Martin Holm & Pascal Paul & Andreas Tischbirek, 2020, "The Transmission of Monetary Policy under the Microscope," Working Paper Series, Federal Reserve Bank of San Francisco, number 2020-03, Jan, DOI: 10.24148/wp2020-03.
• Michael D. Bauer & Eric T. Swanson, 2020, "The Fed's Response to Economic News Explains the “Fed Information Effect”," Working Paper Series, Federal Reserve Bank of San Francisco, number 2020-06, Feb, DOI: 10.24148/wp2020-06.
• Pascal Paul, 2020, "Banks, Maturity Transformation, and Monetary Policy," Working Paper Series, Federal Reserve Bank of San Francisco, number 2020-07, Feb, DOI: 10.24148/wp2020-07.
• Òscar Jordà & Sanjay R. Singh & Alan M. Taylor, 2020, "Longer-Run Economic Consequences of Pandemics," Working Paper Series, Federal Reserve Bank of San Francisco, number 2020-09, Mar, DOI: 10.24148/wp2020-09.
• Michael D. Bauer & Glenn D. Rudebusch, 2020, "The Rising Cost of Climate Change: Evidence from the Bond Market," Working Paper Series, Federal Reserve Bank of San Francisco, number 2020-25, Jul, DOI: 10.24148/wp2020-25.
• Daniel L. Greenwald & John Krainer & Pascal Paul, 2020, "The Credit Line Channel," Working Paper Series, Federal Reserve Bank of San Francisco, number 2020-26, Jul, DOI: 10.24148/wp2020-26.
• Jens H. E. Christensen & Glenn D. Rudebusch & Patrick Shultz, 2020, "Accounting for Low Long-Term Interest Rates: Evidence from Canada," Working Paper Series, Federal Reserve Bank of San Francisco, number 2020-35, Nov, DOI: 10.24148/wp2020-35.
• Fergus Cumming & Lisa J. Dettling, 2020, "Monetary Policy and Birth Rates: The Effect of Mortgage Rate Pass-Through on Fertility," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2020-002, Jan, DOI: 10.17016/FEDS.2020.002.
• David B. Cashin & Erin E. Syron Ferris & Elizabeth C. Klee, 2020, "Treasury Safety, Liquidity, and Money Premium Dynamics: Evidence from Recent Debt Limit Impasses," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2020-008, Jan, DOI: 10.17016/FEDS.2020.008.
• Jane E. Ihrig & Zeynep Senyuz & Gretchen C. Weinbach, 2020, "The Fed’s “Ample-Reserves” Approach to Implementing Monetary Policy," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2020-022, Feb, DOI: 10.17016/FEDS.2020.022.
• Geert Bekaert & Eric Engstrom & Andrey Ermolov, 2020, "Aggregate Demand and Aggregate Supply Effects of COVID-19: A Real-time Analysis," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2020-049, Jun, DOI: 10.17016/FEDS.2020.049.
• Sriya Anbil & Mark A. Carlson & Christopher Hanes & David C. Wheelock, 2020, "A New Daily Federal Funds Rate Series and History of the Federal Funds Market, 1928-1954," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2020-059, Aug, DOI: 10.17016/FEDS.2020.059.
• Etienne Gagnon & Benjamin K. Johannsen & J. David López-Salido, 2020, "Supply-Side Effects of Pandemic Mortality: Insights from an Overlapping-Generations Model," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2020-060, Aug, DOI: 10.17016/FEDS.2020.060.
• Don H. Kim & Marcel A. Priebsch, 2020, "Are Shadow Rate Models of the Treasury Yield Curve Structurally Stable?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2020-061, Aug, DOI: 10.17016/FEDS.2020.061.
• Neil Bhutta & Andreas Fuster & Aurel Hizmo, 2020, "Paying Too Much? Price Dispersion in the U.S. Mortgage Market," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2020-062, Aug, DOI: 10.17016/FEDS.2020.062.
• Jeffrey R. Campbell & Thomas B. King & Anna Orlik & Rebecca Zarutskie, 2020, "Issues Regarding the Use of the Policy Rate Tool," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2020-070, Aug, DOI: 10.17016/FEDS.2020.070.
• Mark A. Carlson & Stefania D'Amico & Cristina Fuentes-Albero & Bernd Schlusche & Paul R. Wood, 2020, "Issues in the Use of the Balance Sheet Tool," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2020-071, Aug, DOI: 10.17016/FEDS.2020.071.
• Jane E. Ihrig & Scott A. Wolla, 2020, "Let's Close the Gap: Revising Teaching Materials to Reflect How the Federal Reserve Implements Monetary Policy," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2020-092, Oct, DOI: 10.17016/FEDS.2020.092.
• Sergio De Ferra & Enrico Mallucci, 2020, "Sovereign Risk Matters: The Effects of Endogenous Default Risk on the Time-Varying Volatility of Interest Rate Spreads," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1276, Mar, DOI: 10.17016/IFDP.2020.1276.
• Thiago Revil T. Ferreira & Samer Shousha, 2020, "Scarcity of Safe Assets and Global Neutral Interest Rates," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1293, Jul, DOI: 10.17016/IFDP.2020.1293.
• Annie McCrone & Ralf R. Meisenzahl & Friederike Niepmann & Tim Schmidt-Eisenlohr, 2020, "How Central Bank Swap Lines Affect the Leveraged Loan Market," Chicago Fed Letter, Federal Reserve Bank of Chicago, issue 446, pages 1-7, September.
• Stefania D'Amico & Tim Seida, 2020, "Unexpected Supply Effects of Quantitative Easing and Tightening," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2020-17, Jul, DOI: 10.21033/wp-2020-17.
• Stefania D'Amico & Vamsi Kurakula & Stephen M. Lee, 2020, "Impacts of the Fed Corporate Credit Facilities through the Lenses of ETFs and CDX," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2020-14, May, DOI: 10.21033/wp-2020-14.
• Rajdeep Sengupta, 2020, "The Global Pandemic and Run on Shadow Banks," Economic Bulletin, Federal Reserve Bank of Kansas City, issue May 11, 2, pages 1-5, May.
• Huixin Bi & Wenyi Shen & Shu-Chun S. Yang, 2020, "Fiscal Implications of Interest Rate Normalization in the United States," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 20-12, Oct, DOI: 10.18651/RWP2020-12.
• Sriya Anbil & Mark A. Carlson & Christopher Hanes & David C. Wheelock, 2020, "A New Daily Federal Funds Rate Series and History of the Federal Funds Market, 1928-1954," Working Papers, Federal Reserve Bank of St. Louis, number 2020-016, Jun, revised 13 Jul 2020, DOI: 10.20955/wp.2020.016.
• Shuo Cao & Richard K. Crump & Stefano Eusepi & Emanuel Moench, 2020, "Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates," Staff Reports, Federal Reserve Bank of New York, number 934, Jul.
• Satyajit Chatterjee & Burcu Eyigungor, 2020, "The Firm Size and Leverage Relationship and Its Implications for Entry and Business Concentration," Working Papers, Federal Reserve Bank of Philadelphia, number 20-29, Jul, DOI: 10.21799/frbp.wp.2020.29.
• Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Kaukin Andrey & Zubarevich Natalia & Miller Evgenia & Zubov Sergey, 2020, "Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-economic Development," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 2, pages 1-23, February.
• Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Kaukin Andrey & Zubarevich Natalia & Miller Evgenia & Zubov Sergey, 2020, "Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-economic Development," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 2, pages 1-23, February.
• Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander, 2020, "Russia’s Monetary Policy in 2018," Published Papers, Gaidar Institute for Economic Policy, number ppaper-2020-1038, revised 2020.
• Shekhar Hari Kumar & Aakriti Mathur, 2020, "A fistful of dollars: Transmission of global funding shocks to EMs," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 04-2020, Feb, revised 08 Feb 2021.
• Radoslaw (Radek) Stefanski & Alex Trew, 2021, "Selection, Patience, and the Interest Rate (updated 2023 2023_01)," Working Papers, Business School - Economics, University of Glasgow, number 2020_03, Jun.
• Lovleen Kushwah, 2020, "Country default in a monetary union," Working Papers, Business School - Economics, University of Glasgow, number 2020_19, Sep.
• Olivier Bruno & Melchisedek Joslem Ngambou Djatche, 2020, "Monetary and Prudential Policy Coordination: impact on Bank's Risk-Taking," GREDEG Working Papers, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France, number 2020-24, Jun, revised Mar 2021.
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