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

2016

• Andries, Natalia & Billon, Steve, 2016, "Retail bank interest rate pass-through in the euro area: An empirical survey," Economic Systems, Elsevier, volume 40, issue 1, pages 170-194, DOI: 10.1016/j.ecosys.2015.06.001.
• Mihaylov, Mihail, 2016, "Determinants of loan interest rates in a country with a currency board: Evidence from Bulgaria," Economic Systems, Elsevier, volume 40, issue 3, pages 355-372, DOI: 10.1016/j.ecosys.2015.10.002.
• Engler, Philipp & Große Steffen, Christoph, 2016, "Sovereign risk, interbank freezes, and aggregate fluctuations," European Economic Review, Elsevier, volume 87, issue C, pages 34-61, DOI: 10.1016/j.euroecorev.2016.02.012.
• Sowmya, Subramaniam & Prasanna, Krishna & Bhaduri, Saumitra, 2016, "Linkages in the term structure of interest rates across sovereign bond markets," Emerging Markets Review, Elsevier, volume 27, issue C, pages 118-139, DOI: 10.1016/j.ememar.2016.05.001.
• Cejnek, Georg & Randl, Otto, 2016, "Risk and return of short-duration equity investments," Journal of Empirical Finance, Elsevier, volume 36, issue C, pages 181-198, DOI: 10.1016/j.jempfin.2016.01.017.
• Levant, Jared & Ma, Jun, 2016, "Investigating United Kingdom's monetary policy with Macro-Factor Augmented Dynamic Nelson–Siegel models," Journal of Empirical Finance, Elsevier, volume 37, issue C, pages 117-127, DOI: 10.1016/j.jempfin.2016.03.003.
• Caldeira, João F. & Moura, Guilherme V. & Santos, André A.P., 2016, "Bond portfolio optimization using dynamic factor models," Journal of Empirical Finance, Elsevier, volume 37, issue C, pages 128-158, DOI: 10.1016/j.jempfin.2016.03.004.
• Sarno, Lucio & Schneider, Paul & Wagner, Christian, 2016, "The economic value of predicting bond risk premia," Journal of Empirical Finance, Elsevier, volume 37, issue C, pages 247-267, DOI: 10.1016/j.jempfin.2016.02.001.
• Chiarella, Carl & Hsiao, Chih-Ying & Tô, Thuy-Duong, 2016, "Stochastic correlation and risk premia in term structure models," Journal of Empirical Finance, Elsevier, volume 37, issue C, pages 59-78, DOI: 10.1016/j.jempfin.2016.02.003.
• Anari, Ali & Kolari, James, 2016, "Dynamics of interest and inflation rates," Journal of Empirical Finance, Elsevier, volume 39, issue PA, pages 129-144, DOI: 10.1016/j.jempfin.2016.08.008.
• Conrad, Christian & Zumbach, Klaus Ulrich, 2016, "The effect of political communication on European financial markets during the sovereign debt crisis," Journal of Empirical Finance, Elsevier, volume 39, issue PB, pages 209-214, DOI: 10.1016/j.jempfin.2016.01.018.
• Bazot, Guillaume & Bordo, Michael D. & Monnet, Eric, 2016, "International shocks and the balance sheet of the Bank of France under the classical gold standard," Explorations in Economic History, Elsevier, volume 62, issue C, pages 87-107, DOI: 10.1016/j.eeh.2016.07.006.
• Green, Christopher & Bai, Ye & Murinde, Victor & Ngoka, Kethi & Maana, Isaya & Tiriongo, Samuel, 2016, "Overnight interbank markets and the determination of the interbank rate: A selective survey," International Review of Financial Analysis, Elsevier, volume 44, issue C, pages 149-161, DOI: 10.1016/j.irfa.2016.01.014.
• Drakos, Anastassios A. & Kouretas, Georgios P. & Tsoumas, Chris, 2016, "Ownership, interest rates and bank risk-taking in Central and Eastern European countries," International Review of Financial Analysis, Elsevier, volume 45, issue C, pages 308-319, DOI: 10.1016/j.irfa.2014.08.004.
• Georgoutsos, Dimitris A. & Kouretas, Georgios P., 2016, "Interest parity, cointegration, and the term structure: Testing in an integrated framework," International Review of Financial Analysis, Elsevier, volume 46, issue C, pages 281-294, DOI: 10.1016/j.irfa.2015.12.001.
• Baum, Christopher F. & Schäfer, Dorothea & Stephan, Andreas, 2016, "Credit rating agency downgrades and the Eurozone sovereign debt crises," Journal of Financial Stability, Elsevier, volume 24, issue C, pages 117-131, DOI: 10.1016/j.jfs.2016.05.001.
• Carpenter, Seth B. & Demiralp, Selva & Senyuz, Zeynep, 2016, "Volatility in the federal funds market and money market spreads during the financial crisis," Journal of Financial Stability, Elsevier, volume 25, issue C, pages 225-233, DOI: 10.1016/j.jfs.2016.01.004.
• Khan, Muhammad, 2016, "Evidence on the functional form of inflation and output growth variability relationship in European economies," International Economics, Elsevier, volume 146, issue C, pages 1-11, DOI: 10.1016/j.inteco.2015.07.002.
• Perera, Anil & Wickramanayake, J., 2016, "Determinants of commercial bank retail interest rate adjustments: Evidence from a panel data model," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 45, issue C, pages 1-20, DOI: 10.1016/j.intfin.2016.05.006.
• Grishchenko, Olesya V. & Vanden, Joel M. & Zhang, Jianing, 2016, "The informational content of the embedded deflation option in TIPS," Journal of Banking & Finance, Elsevier, volume 65, issue C, pages 1-26, DOI: 10.1016/j.jbankfin.2015.12.004.
• Hollander, Hylton & Liu, Guangling, 2016, "Credit spread variability in the U.S. business cycle: The Great Moderation versus the Great Recession," Journal of Banking & Finance, Elsevier, volume 67, issue C, pages 37-52, DOI: 10.1016/j.jbankfin.2016.02.008.
• Malik, Sheheryar & Meldrum, Andrew, 2016, "Evaluating the robustness of UK term structure decompositions using linear regression methods," Journal of Banking & Finance, Elsevier, volume 67, issue C, pages 85-102, DOI: 10.1016/j.jbankfin.2016.02.006.
• Dubecq, Simon & Monfort, Alain & Renne, Jean-Paul & Roussellet, Guillaume, 2016, "Credit and liquidity in interbank rates: A quadratic approach," Journal of Banking & Finance, Elsevier, volume 68, issue C, pages 29-46, DOI: 10.1016/j.jbankfin.2016.03.014.
• Lafuente, Juan A. & Pérez, Rafaela & Ruiz, Jesús, 2016, "Monetary policy regimes and the forward bias for foreign exchange," Journal of Economics and Business, Elsevier, volume 85, issue C, pages 13-28, DOI: 10.1016/j.jeconbus.2016.02.005.
• Ayanou, Tilahun, 2016, "Foreign capital inflows to the USA and mortgage interest rates," Journal of Housing Economics, Elsevier, volume 34, issue C, pages 1-14, DOI: 10.1016/j.jhe.2016.06.001.
• Abdymomunov, Azamat & Kang, Kyu Ho & Kim, Ki Jeong, 2016, "Can credit spreads help predict a yield curve?," Journal of International Money and Finance, Elsevier, volume 64, issue C, pages 39-61, DOI: 10.1016/j.jimonfin.2016.02.003.
• Mamatzakis, Emmanuel & Bermpei, Theodora, 2016, "What is the effect of unconventional monetary policy on bank performance?," Journal of International Money and Finance, Elsevier, volume 67, issue C, pages 239-263, DOI: 10.1016/j.jimonfin.2016.05.005.
• Chen, Qianying & Filardo, Andrew & He, Dong & Zhu, Feng, 2016, "Financial crisis, US unconventional monetary policy and international spillovers," Journal of International Money and Finance, Elsevier, volume 67, issue C, pages 62-81, DOI: 10.1016/j.jimonfin.2015.06.011.
• von Borstel, Julia & Eickmeier, Sandra & Krippner, Leo, 2016, "The interest rate pass-through in the euro area during the sovereign debt crisis," Journal of International Money and Finance, Elsevier, volume 68, issue C, pages 386-402, DOI: 10.1016/j.jimonfin.2016.02.014.
• Fukunaga, Ichiro & Kato, Naoya, 2016, "Japanese repo and call markets before, during, and emerging from the financial crisis," Journal of the Japanese and International Economies, Elsevier, volume 39, issue C, pages 17-34, DOI: 10.1016/j.jjie.2015.11.001.
• Kitamura, Tomiyuki & Muto, Ichiro & Takei, Ikuo, 2016, "Loan interest rate pass-through and changes after the financial crisis: Japan’s evidence," Journal of the Japanese and International Economies, Elsevier, volume 42, issue C, pages 10-30, DOI: 10.1016/j.jjie.2016.10.002.
• Gibson, Heather D. & Hall, Stephen G. & Tavlas, George S., 2016, "The effectiveness of the ECB's asset purchase programs of 2009 to 2012," Journal of Macroeconomics, Elsevier, volume 47, issue PA, pages 45-57, DOI: 10.1016/j.jmacro.2015.09.006.
• Rudebusch, Glenn D. & Williams, John C., 2016, "A wedge in the dual mandate: Monetary policy and long-term unemployment," Journal of Macroeconomics, Elsevier, volume 47, issue PA, pages 5-18, DOI: 10.1016/j.jmacro.2015.05.001.
• Sinha, Arunima, 2016, "Monetary policy uncertainty and investor expectations," Journal of Macroeconomics, Elsevier, volume 47, issue PB, pages 188-199, DOI: 10.1016/j.jmacro.2015.12.001.
• Blot, Christophe & Ducoudré, Bruno & Timbeau, Xavier, 2016, "Sovereign debt spread and default in a model with self-fulfilling prophecies and asymmetric information," Journal of Macroeconomics, Elsevier, volume 47, issue PB, pages 281-299, DOI: 10.1016/j.jmacro.2015.10.003.
• Haitsma, Reinder & Unalmis, Deren & de Haan, Jakob, 2016, "The impact of the ECB's conventional and unconventional monetary policies on stock markets," Journal of Macroeconomics, Elsevier, volume 48, issue C, pages 101-116, DOI: 10.1016/j.jmacro.2016.02.004.
• Zhang, Ji, 2016, "Macroeconomic news and the real interest rates at the zero lower bound," Journal of Macroeconomics, Elsevier, volume 48, issue C, pages 172-185, DOI: 10.1016/j.jmacro.2016.04.002.
• Equiza-Goñi, Juan, 2016, "Government debt maturity and debt dynamics in euro area countries," Journal of Macroeconomics, Elsevier, volume 49, issue C, pages 292-311, DOI: 10.1016/j.jmacro.2016.01.005.
• Buncic, Daniel & Lentner, Philipp, 2016, "The term structure of interest rates in an estimated New Keynesian policy model," Journal of Macroeconomics, Elsevier, volume 50, issue C, pages 126-150, DOI: 10.1016/j.jmacro.2016.09.004.
• Kurita, Takamitsu, 2016, "Markov-switching variance models and structural changes underlying Japanese bond yields: An inquiry into non-linear dynamics," The Journal of Economic Asymmetries, Elsevier, volume 13, issue C, pages 74-80, DOI: 10.1016/j.jeca.2016.03.001.
• Georgoutsos, Dimitris & Kounitis, Thomas, 2016, "Treasury yields and credit spread dynamics: A regime-switching approach," The Journal of Economic Asymmetries, Elsevier, volume 14, issue PA, pages 39-51, DOI: 10.1016/j.jeca.2016.07.010.
• Klose, Jens, 2016, "Country differences in the ECB monetary reaction function," The Journal of Economic Asymmetries, Elsevier, volume 14, issue PB, pages 157-167, DOI: 10.1016/j.jeca.2016.03.005.

2015

• Lorenzo Boldrini & Eric Hillebrand, 2015, "The Forecasting Power of the Yield Curve, a Supervised Factor Model Approach," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-39, Aug.
• Jonas Nygaard Eriksen, 2015, "Expected Business Conditions and Bond Risk Premia," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-44, Sep.
• Valentina GANCIUCOV & Alina CEBAN, 2015, "Comparable Analysis Regarding Key Macroeconomic Indicators On Moldova’S Way Towards European Integration," Economy and Sociology, The Journal Economy and Sociology, issue 2, pages 124-137.
• Jacinta C. Nwachukwu & Simplice A. Asongu, 2015, "The Determinants of Interest Rates in Microbanks: Age and Scale," Research Africa Network Working Papers, Research Africa Network (RAN), number 15/004, Feb.
• Benjamin D. Keen & Alexander W. Richter & Nathaniel A. Throckmorton, 2015, "Forward Guidance and the State of the Economy," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2015-10, Jul.
• Arunima Sinha, 2015, "FOMC Forward Guidance and Investor Beliefs," American Economic Review, American Economic Association, volume 105, issue 5, pages 656-661, May.
• Aloísio Araújo & Susan Schommer & Michael Woodford, 2015, "Conventional and Unconventional Monetary Policy with Endogenous Collateral Constraints," American Economic Journal: Macroeconomics, American Economic Association, volume 7, issue 1, pages 1-43, January.
• Jordi Galí & Luca Gambetti, 2015, "The Effects of Monetary Policy on Stock Market Bubbles: Some Evidence," American Economic Journal: Macroeconomics, American Economic Association, volume 7, issue 1, pages 233-257, January.
• Mark Gertler & Peter Karadi, 2015, "Monetary Policy Surprises, Credit Costs, and Economic Activity," American Economic Journal: Macroeconomics, American Economic Association, volume 7, issue 1, pages 44-76, January.
• Simon Gilchrist & David López-Salido & Egon Zakrajšek, 2015, "Monetary Policy and Real Borrowing Costs at the Zero Lower Bound," American Economic Journal: Macroeconomics, American Economic Association, volume 7, issue 1, pages 77-109, January.
• Francisco J. Buera & Benjamin Moll, 2015, "Aggregate Implications of a Credit Crunch: The Importance of Heterogeneity," American Economic Journal: Macroeconomics, American Economic Association, volume 7, issue 3, pages 1-42, July.
• Andrés Fernández & Adam Gulan, 2015, "Interest Rates, Leverage, and Business Cycles in Emerging Economies: The Role of Financial Frictions," American Economic Journal: Macroeconomics, American Economic Association, volume 7, issue 3, pages 153-188, July.
• Jane E. Ihrig & Ellen E. Meade & Gretchen C. Weinbach, 2015, "Rewriting Monetary Policy 101: What's the Fed's Preferred Post-Crisis Approach to Raising Interest Rates?," Journal of Economic Perspectives, American Economic Association, volume 29, issue 4, pages 177-198, Fall.
• Meshach Jesse Aziakpono & Magdalene Kasyoka Wilson, 2015, "Interest Rate Pass-Through, Financial Structure And Monetary Policy In South Africa," The African Finance Journal, Africagrowth Institute, volume 17, issue 1, pages 67-90.
• Mohammed Amidu, 2015, "Do Banks In Sub-Saharan Africa With Market Power Benefits From Monetary Policy?," The African Finance Journal, Africagrowth Institute, volume 17, issue 2, pages 1-24.
• Jacinta C. Nwachukwu & Simplice Asongu, 2015, "The Determinants of Interest Rates in Microbanks: Age and Scale," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 15/004, Feb.
• Odening, Martin & Ritter, Matthias & Hüttel, Silke, 2015, "The term structure of land lease rates," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California, Agricultural and Applied Economics Association, number 201664, DOI: 10.22004/ag.econ.201664.
• Gheorghe MOROSAN & Ioana Madalina ZUBAS, 2015, "Interest Rate, Exchange Rate And Inflation In Romania. Correlates And Interconnection," Journal of Public Administration, Finance and Law, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 8, issue 8, pages 146-160, December.
• Dewachter, Hans & Iania, Leonardo & Lyrio, Marco & Perea, Maite de Sola, 2015, "A macro-financial analysis of the euro area sovereign bond market," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2015009, Jan.
• Piotr Ciżkowicz & Andrzej Rzońca, 2015, "Inflation Targeting and its Discontents: The Case of Poland," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 65, issue supplemen, pages 107-122, December.
• Guilherme Jonas Costa da Silva & Lívia Abrão Steagall Pirtouscheg, 2015, "Basic interest rate, bank competition and bank spread in personal credit operations in Brazil: A theoretical and empirical analysis," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 16, issue 1, pages 32-45.
• Stijn Claessens, 2015, "An Overview of Macroprudential Policy Tools," Annual Review of Financial Economics, Annual Reviews, volume 7, issue 1, pages 397-422, December, DOI: 10.1146/annurev-financial-111914-04.
• César Carrera & Fernando Pérez Forero & Nelson Ramírez-Rondán, 2015, "Effects of U.S. Quantitative Easing on Latin American Economies," Working Papers, Peruvian Economic Association, number 35, Apr.
• Jose Pablo Barquero-Romero & Angelo Orane-Hutchinson, 2015, "The Propagation order of Changes in the Central Bank's policy rate to the Interest Rates of the Financial System in Costa Rica," Documentos de Trabajo, Banco Central de Costa Rica, number 1503, Dec.
• Mihail Mihaylov, 2015, "What drives the adjustments of loan interest rates in Bulgaria? Results from a vector autoregression model," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 5, pages 86-103.
• Alfonso Ugarte Ruiz, 2015, "Understanding the dichotomy of financial development: credit deepening versus credit excess," Working Papers, BBVA Bank, Economic Research Department, number 1501, Jan.
• Jose Felix Izquierdo & Santiago Fernandez de Lis & Ana Rubio, 2015, "Determinantes del tipo de interes del credito a empresas en la Eurozona," Working Papers, BBVA Bank, Economic Research Department, number 1509, Apr.
• Alicia Garcia-Herrero & Eric Girardin & Enestor Dos Santos, 2015, "Follow what I do and also what I say: monetary policy impact on Brazil’s financial markets," Working Papers, BBVA Bank, Economic Research Department, number 1512, May.
• Alicia Garcia-Herrero & Eric Girardin & Arnoldo Lopez Marmolejo, 2015, "Mexico’s monetary policy communication and money markets," Working Papers, BBVA Bank, Economic Research Department, number 1515, May.
• Karyne B. Charbonneau & Lori Rennison, 2015, "Forward Guidance at the Effective Lower Bound: International Experience," Discussion Papers, Bank of Canada, number 15-15, DOI: 10.34989/sdp-2015-15.
• Jean-Sébastien Fontaine & René Garcia & Sermin Gungor, 2015, "Funding Liquidity, Market Liquidity and the Cross-Section of Stock Returns," Staff Working Papers, Bank of Canada, number 15-12, DOI: 10.34989/swp-2015-12.
• Fuchun Li, 2015, "Testing for the Diffusion Matrix in a Continuous-Time Markov Process Model with Applications to the Term Structure of Interest Rates," Staff Working Papers, Bank of Canada, number 15-17, DOI: 10.34989/swp-2015-17.
• Jonathan Witmer & Jing Yang, 2015, "Estimating Canada’s Effective Lower Bound," Staff Analytical Notes, Bank of Canada, number 15-2, DOI: 10.34989/san-2015-2.
• Mirta González & María Cecilia Pérez, 2015, "Simulation of the term structure. An application for measuring the interest rate risk," BCRA Working Paper Series, Central Bank of Argentina, Economic Research Department, number 201570, Nov.
• Juan F. Jimeno, 2015, "Long-lasting consequences of the European crisis," Working Papers, Banco de España, number 1522, Aug.
• Paul Ehling & Michael Gallmeyer & Christian Heyerdahl-Larsen & Philipp Illeditsch, 2015, "Disagreement about inflation and the yield curve," Working Papers, Banco de España, number 1532, Nov.
• Lorenzo Burlon & Andrea Gerali & Alessandro Notarpietro & Massimiliano Pisani, 2015, "Inflation, financial conditions and non-standard monetary policy in a monetary union. A model-based evaluation," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1015, Jun.
• Marcello Pericoli & Marco Taboga, 2015, "Understanding policy rates at the zero lower bound: insights from a Bayesian shadow rate model," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1023, Jul.
• Arianna Miglietta & Cristina Picillo & Mario Pietrunti, 2015, "The impact of CCPs� margin policies on Repo markets," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1028, Sep.
• Pietro Cova & Patrizio Pagano & Massimiliano Pisani, 2015, "Domestic and international macroeconomic effects of the Eurosystem expanded asset purchase programme," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1036, Sep.
• Gabriele Foà & Leonardo Gambacorta & Luigi Guiso & Paolo Emilio Mistrulli, 2015, "The supply side of household finance," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1044, Nov.
• Juan Andrés Espinosa-Torres & Jose E. Gomez-Gonzalez & Luis Fernando Melo-Velandia & José Fernando Moreno-Gutiérrez, 2015, "The International Transmission of Risk: Causal Relations Among Developed and Emerging Countries’ Term Premia," Borradores de Economia, Banco de la Republica de Colombia, number 869, Mar, DOI: 10.32468/be.869.
• Yasin Kursat Onder & Mauricio Villamizar-Villegas, 2015, "Simultaneous Monetary Policies in the Context of the Trilemma: Evidence from the Central Bank of Turkey," Borradores de Economia, Banco de la Republica de Colombia, number 893, Jul, DOI: 10.32468/be.893.
• Sanvi Avouyi-Dovi & Guillaume Horny & Patrick Sevestre, 2015, "The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises," Working papers, Banque de France, number 547.
• Alain Monfort & Fulvio Pegoraro & Jean-Paul Renne & G. Roussellet, 2015, "Staying at Zero with Affine Processes: An Application to Term Structure Modelling," Working papers, Banque de France, number 558.
• Coffinet, J. & Jadeau, C., 2015, "Crédits à la consommation : tendances récentes et profil des emprunteurs," Bulletin de la Banque de France, Banque de France, issue 202, pages 21-33.
• J. Coffinet. & C. Jadeau., 2015, "Consumer credit: recent trends and profile of borrowers," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 40, pages 5-16, winter.
• Gianluca Benigno & Luca Fornaro, 2015, "Stagnation Traps," Working Papers, Barcelona School of Economics, number 832, Sep.
• Lukasz Goczek, 2015, "Disinflation and monetary independence in Romania," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, volume 15, issue 1, pages 65-79.
• Qianying Chen & Andrew Filardo & Dong He & Feng Zhu, 2015, "Financial crisis, US unconventional monetary policy and international spillovers," BIS Working Papers, Bank for International Settlements, number 494, Mar.
• Arianna Miglietta & Cristina Picillo & Mario Pietrunti, 2015, "The impact of CCPs' margin policies on repo markets," BIS Working Papers, Bank for International Settlements, number 515, Oct.
• Piti Disyatat & Phurichai Rungcharoenkitkul, 2015, "Monetary policy and financial spillovers: losing traction?," BIS Working Papers, Bank for International Settlements, number 518, Oct.
• Dietrich Domanski & Hyun Song Shin & Vladyslav Sushko, 2015, "The hunt for duration: not waving but drowning?," BIS Working Papers, Bank for International Settlements, number 519, Oct.
• Daria Finocchiaro & Giovanni Lombardo & Caterina Mendicino & Philippe Weil, 2015, "Optimal inflation with corporate taxation and financial constraints," BIS Working Papers, Bank for International Settlements, number 520, Oct.
• Gabriele Foà & Leonardo Gambacorta & Luigi Guiso & Paolo Emilio Mistrulli, 2015, "The supply side of household finance," BIS Working Papers, Bank for International Settlements, number 531, Dec.
• Aytek Malkhozov & Philippe Mueller & Andrea Vedolin & Gyuri Venter, 2015, "Mortgage risk and the yield curve," BIS Working Papers, Bank for International Settlements, number 532, Dec.
• Gerardo Licandro & Miguel Mello, 2015, "News and inflation expectation updates," Documentos de trabajo, Banco Central del Uruguay, number 2015008.
• Ariel R. Belasen & Rik W. Hafer & Shrikant P. Jategaonkar, 2015, "Economic Freedom And State Bond Ratings," Contemporary Economic Policy, Western Economic Association International, volume 33, issue 4, pages 668-677, October.
• Menzie Chinn & Kavan Kucko, 2015, "The Predictive Power of the Yield Curve Across Countries and Time," International Finance, Wiley Blackwell, volume 18, issue 2, pages 129-156, June.
• Hideyuki Takamizawa, 2015, "Predicting Interest Rate Volatility Using Information on the Yield Curve," International Review of Finance, International Review of Finance Ltd., volume 15, issue 3, pages 347-386, September.
• Q. Farooq Akram & Casper Christophersen, 2015, "Pricing in the Norwegian interbank market – the effects of liquidity and implicit government support," Working Paper, Norges Bank, number 2016/2, Feb.
• Benjamin Nelson & Gabor Pinter & Konstantinos Theodoridis, 2015, "Do contractionary monetary policy shocks expand shadow banking?," Bank of England working papers, Bank of England, number 521, Jan.
• Michael Chin & Zhuoshi Liu, 2015, "A joint affine model of commodity futures and US Treasury yields," Bank of England working papers, Bank of England, number 526, Mar.
• Michael Carlos Best & James Cloyne & Ethan Ilzetzki & Henrik Jacobsen Kleven, 2015, "Interest rates, debt and intertemporal allocation: evidence from notched mortgage contracts in the United Kingdom," Bank of England working papers, Bank of England, number 543, Aug.
• Christopher Jackson & Joseph Noss, 2015, "A heterogeneous agent model for assessing the effects of capital regulation on the interbank money market under a corridor system," Bank of England working papers, Bank of England, number 548, Sep.
• Zhuoshi Liu & Elisabetta Vangelista & Iryna Kaminska & Jon Relleen, 2015, "The informational content of market-based measures of inflation expectations derived from govenment bonds and inflation swaps in the United Kingdom," Bank of England working papers, Bank of England, number 551, Sep.
• Gregory Thwaites, 2015, "Why are real interest rates so low? Secular stagnation and the relative price of investment goods," Bank of England working papers, Bank of England, number 564, Nov.
• Riccardo Masolo & Francesca Monti, 2015, "Ambiguity, monetary policy and trend inflation," Bank of England working papers, Bank of England, number 565, Nov.
• Andrew Meldrum & Matt Roberts-Sklar, 2015, "Long-run priors for term structure models," Bank of England working papers, Bank of England, number 575, Dec.
• Iryna Kaminska & Matt Roberts-Sklar, 2015, "A global factor in variance risk premia and local bond pricing," Bank of England working papers, Bank of England, number 576, Dec.
• Heather D. Gibson & Stephen G. Hall & George S. Tavlas, 2015, "The Effectiveness of The ECB’s Asset Purchase Programs Of 2009 To 2012," Working Papers, Bank of Greece, number 199, Nov.
• Kei Imakubo & Haruki Kojima & Jouchi Nakajima, 2015, "The natural yield curve: its concept and developments in Japan," Bank of Japan Research Laboratory Series, Bank of Japan, number 15-E-3, May.
• Kei Imakubo & Jouchi Nakajima, 2015, "What do negative inflation risk premia tell us?," Bank of Japan Research Laboratory Series, Bank of Japan, number 15-E-4, Jul.
• Ichiro Fukunaga & Naoya Kato, 2015, "Quantitative and Qualitative Monetary Easing and Long-Term Interest Rates: The Effects through the Stock of "Net Supply" and Maturity Structure of Japanese Government Bonds," Bank of Japan Research Laboratory Series, Bank of Japan, number 15-E-7, Dec.
• Kei Imakubo & Jouchi Nakajima, 2015, "Estimating inflation risk premia from nominal and real yield curves using a shadow-rate model," Bank of Japan Working Paper Series, Bank of Japan, number 15-E-1, Apr.
• Kei Imakubo & Haruki Kojima & Jouchi Nakajima, 2015, "The natural yield curve: its concept and measurement," Bank of Japan Working Paper Series, Bank of Japan, number 15-E-5, Jun.
• Tomiyuki Kitamura & Ichiro Muto & Ikuo Takei, 2015, "How Do Japanese Banks Set Loan Interest Rates?: Estimating Pass-Through Using Bank-Level Data," Bank of Japan Working Paper Series, Bank of Japan, number 15-E-6, Jul.
• Koji Nakamura & Tomoyuki Yagi, 2015, "Fiscal Conditions and Long-term Interest Rates," Bank of Japan Working Paper Series, Bank of Japan, number 15-E-10, Nov.
• Kyu Ho Kang & Hyung Suk Oh, 2015, "The Effect of U.S. Long-Term Interest Rates on the Term Structure of Korean Interest Rates (in Korean)," Working Papers, Economic Research Institute, Bank of Korea, number 2015-2, Jan.
• von Weizsäcker Carl Christian, 2015, "Kapitalismus in der Krise?: Der negative natürliche Zins und seine Folgen für die Politik," Perspektiven der Wirtschaftspolitik, De Gruyter, volume 16, issue 2, pages 189-212, June, DOI: 10.1515/pwp-2015-0014.
• Argyropoulos Efthymios & Tzavalis Elias, 2015, "Term spread regressions of the rational expectations hypothesis of the term structure allowing for risk premium effects," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 19, issue 1, pages 49-70, February, DOI: 10.1515/snde-2012-0024.
• Abdymomunov Azamat & Kang Kyu Ho, 2015, "The effects of monetary policy regime shifts on the term structure of interest rates," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 19, issue 2, pages 183-207, April, DOI: 10.1515/snde-2013-0031.
• Hungnes Håvard, 2015, "Testing for co-nonlinearity," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 19, issue 3, pages 339-353, June, DOI: 10.1515/snde-2013-0092.
• Guilherme Demos & Thomas Pires & Guilherme Valle Moura, 2015, "Portfolio Optimisation and Endogenous Rebalancing Methods," Brazilian Review of Finance, Brazilian Society of Finance, volume 13, issue 4, pages 544-570.
• Felipe Stona & Jean Amann & Maurício Delago Morais & Divanildo Triches & Igor Clemente Morais, 2015, "Title: analysis of term structure of interest rates in Latin America countries from 2006 to 2014," Brazilian Review of Finance, Brazilian Society of Finance, volume 13, issue 4, pages 650-690.
• Philip Turner, 2015, "Bras de fer avec la volatilité : quelles options de politique pour les marchés émergents ?," Revue d'économie financière, Association d'économie financière, volume 0, issue 3, pages 227-250.
• José Gabriel Palma, 2015, "Why corporations in developing countries are likely to be even more susceptible to the vicissitudes of international finance than their counterparts in the developed world: A Tribute to Ajit Singh," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1539, Dec.
• Holton, Sarah & Rodriguez d’Acri, Costanza, 2015, "Jagged Cliffs and Stumbling Blocks: Interest Rate Pass-through Fragmentation during the Euro Area Crisis," Research Technical Papers, Central Bank of Ireland, number 01/RT/15, Jun.
• Aneta Krstevska, 2015, "Monetary Policy Objectives During the Crisis: An Overview of Selected Southeast European Countries," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 4, issue 1, pages 35-46.
• Inaki Aldasoro & Domenico Delli Gatti & Ester Faia, 2015, "Bank Networks: Contagion, Systemic Risk and Prudential Policy," CESifo Working Paper Series, CESifo, number 5182.
• Michael D. Bauer & Glenn D. Rudebusch, 2015, "Resolving the Spanning Puzzle in Macro-Finance Term Structure Models," CESifo Working Paper Series, CESifo, number 5187.
• Stefan Homburg, 2015, "Superneutrality of Money under Open Market Operations," CESifo Working Paper Series, CESifo, number 5219.
• Michael D. Bauer, 2015, "Restrictions on Risk Prices in Dynamic Term Structure Models," CESifo Working Paper Series, CESifo, number 5241.
• Thorvaldur Gylfason & Helgi Tómasson & Gylfi Zoega, 2015, "Around the World with Irving Fisher," CESifo Working Paper Series, CESifo, number 5257.
• Casper De Vries & Xuedong Wang & Casper G, de Vries, 2015, "Inflation, Endogenous Market Segmentation and the Term Structure of Interest Rates," CESifo Working Paper Series, CESifo, number 5421.
• Michael D. Bauer & James D. Hamilton, 2015, "Robust Bond Risk Premia," CESifo Working Paper Series, CESifo, number 5541.
• Lars P. Feld & Ekkehard A. Köhler, 2015, "Is Switzerland an Interest Rate Island after all? Time Series and Non-Linear Switching Regime Evidence," CESifo Working Paper Series, CESifo, number 5628.
• Riccardo M. Masolo & Francesca Monti, 2015, "Monetary Policy with Ambiguity Averse Agents," Discussion Papers, Centre for Macroeconomics (CFM), number 1506, Mar.
• Gianluca Benigno & Luca Fornaro, 2015, "Stagnation Traps," Discussion Papers, Centre for Macroeconomics (CFM), number 1606, Jan, revised Dec 2015.
• Luis Ceballos & Alberto Naudon & Damián Romero, 2015, "Nominal Term Structure and Term Premia: Evidence from Chile," Working Papers Central Bank of Chile, Central Bank of Chile, number 752, Feb.
• Elías Albagli & Luis Ceballos & Sebastián Claro & Damián Romero, 2015, "Channels of US Monetary Policy Spillovers into International Bond Markets," Working Papers Central Bank of Chile, Central Bank of Chile, number 771, Sep.
• Mario V. Wuthrich, 2015, "Consistent Re-Calibration in Yield Curve Modeling: An Example," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-26, Jul.
• Aurélien Leroy & Yannick Lucotte, 2015, "Heterogeneous monetary transmission process in the Eurozone: Does banking competition matter?," International Economics, CEPII research center, issue 141, pages 115-134.
• David Neto, 2015, "Revisiting the Fisher parity consistency for the Swiss economy around the modification of the National Bank?s monetary policy strategy," International Economics, CEPII research center, issue 144, pages 83-94.
• Zina CIORAN, 2015, "Var Analysis Of The Transmission Mechanism Of Monetary Policy In Romania," SEA - Practical Application of Science, Romanian Foundation for Business Intelligence, Editorial Department, issue 7, pages 153-164, April.
• Tomas Havranek & Zuzana Irsova & Jitka Lesanovska, 2015, "Bank Efficiency and Interest Rate Pass-Through: Evidence from Czech Loan Products," Working Papers, Czech National Bank, Research and Statistics Department, number 2015/09, Nov.
• Gustavo Nicol√°s P√°ez, 2015, "Prediciendo decisiones de agentes econ√≥micos: ¬øC√≥mo determina el Banco de la Rep√∫blica de Colombia la tasa de inter√©s?," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 12567, Feb.
• Juan Andr�s Espinosa-Torres & Jose E. Gomez-Gonzalez & Luis Fernando Melo-Velandia & Jos� Fernando Moreno-Guti�rrez, 2015, "The International Transmission of Risk: Causal Relations Among Developed and Emerging Countries� Term Premia," Borradores de Economia, Banco de la Republica, number 12609, Mar.
• Yasin Kursat Onder & Mauricio Villamizar-Villegas, 2015, "Simultaneous Monetary Policies in the Context of the Trilemma: Evidence from the Central Bank of Turkey," Borradores de Economia, Banco de la Republica, number 13203, Jul.
• Fernando Uscátegui & Mike Woodcock & Carlos M�ndez, 2015, "An Approach About Monetary Policy Risk Balance In Colombia: A Multivariate Analysis Based On Time Series," Econógrafos, Escuela de Economía, Universidad Nacional de Colombia, FCE, CID, number 14168, Dec.
• Felipe Amaya, Bryan Castrillón María Cuenca Coral, 2015, "La política monetaria y el crecimiento económico en Colombia, 1990-2010," Revista CIFE, Universidad Santo Tomás.
• Vari, Miklos, 2015, "Implementing Monetary Policy in a Fragmented Monetary Union," CEPREMAP Working Papers (Docweb), CEPREMAP, number 1516, Aug.
• Piotr Ryszard Pluciennik, 2015, "The Assessment of Polish Bank Sector Condition on the Basis of Swap Spreads," Acta Universitatis Nicolai Copernici, Ekonomia, Uniwersytet Mikolaja Kopernika, volume 46, issue 1, pages 7-22.
• Müller, Gernot & Pfeifer, Johannes & Born, Benjamin, 2015, "Does austerity pay off?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10425, Feb.
• Uribe, Martín & Schmitt-Grohé, Stephanie & Yue, Vivian & Na, Seunghoon, 2015, "A Model of the Twin Ds: Optimal Default and Devaluation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10697, Jul.
• Guiso, Luigi & Mistrulli, Paolo Emilio & Gambacorta, Leonardo & Foà , Gabriele, 2015, "The supply side of household finance," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10714, Jul.
• Weil, Philippe & Lombardo, Giovanni & Mendicino, Caterina & Finocchiaro, Daria, 2015, "Optimal Inflation with Corporate Taxation and Financial Constraints," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10847, Sep.
• Woodford, Michael & Garcia-Schmidt, Mariana, 2015, "Are Low Interest Rates Deflationary? A Paradox of Perfect-Foresight Analysis," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10893, Oct.
• Vayanos, Dimitri & Greenwood, Robin & Hanson, Samuel G, 2015, "Forward Guidance in the Yield Curve: Short Rates versus Bond Supply," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11005, Dec.
• Pablo Aguilar & Jesús Vázquez, 2015, "The role of term structure in an estimated DSGE model with learning," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2015007, Apr.
• Manuel A. Zambrano-Monserrate & Daniel A. Sanchez-Loor, 2015, "Factores determinantes del salario del sector privado en el Ecuador para el año 2014: un caso de estudio en la ciudad de Guayaquil," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 38, issue 108, pages 139-151, Septiembr.
• David Chinarro & Eduardo Martínez & Simón J. Sosvilla, 2015, "Analysis of the evolution of sovereign bond yields by wavelet techniques," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 38, issue 108, pages 152-162, Septiembr.
• Chadha, Jagjit S., 2015, "The New Art of Central Banking," National Institute Economic Review, National Institute of Economic and Social Research, volume 234, issue , pages 27-39, November.
• Kimball, Miles S., 2015, "Negative Interest Rate Policy as Conventional Monetary Policy," National Institute Economic Review, National Institute of Economic and Social Research, volume 234, issue , pages 5-14, November.
• Andrea SALAS ORTIZ & Rodrigo GOMEZ MONGE, 2015, "Finding International Fisher effect to determine the exchange rate through the purchasing power parity theory: the case of Mexico during the period 1996-2012," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 15, issue 1, pages 97-110.
• Thesmar, David & Ors, Evren & Derrien, Francois & Boissel, Charles, 2015, "Systemic Risk in Clearing Houses: Evidence from the European Repo Market," HEC Research Papers Series, HEC Paris, number 1112, Jul.
• Bindseil, Ulrich & Domnick, Clemens & Zeuner, Jörg, 2015, "Critique of accommodating central bank policies and the 'expropriation of the saver' - A review," Occasional Paper Series, European Central Bank, number 161, May.
• Schudel, Willem, 2015, "Shifting horizons: assessing macro trends before, during, and following systemic banking crises," Working Paper Series, European Central Bank, number 1766, Mar.
• Falagiarda, Matteo & Gregori, Wildmer Daniel, 2015, "The impact of fiscal policy announcements by the Italian government on the sovereign spread: a comparative analysis," Working Paper Series, European Central Bank, number 1782, Apr.
• Fidora, Michael & Carvalho, Daniel, 2015, "Capital inflows and euro area long-term interest rates," Working Paper Series, European Central Bank, number 1798, Jun.
• Jimeno, Juan F., 2015, "Long-lasting consequences of the European crisis," Working Paper Series, European Central Bank, number 1832, Jul.
• Engler, Philipp & Grosse Steffen, Christoph, 2015, "Sovereign risk, interbank freezes, and aggregate fluctuations," Working Paper Series, European Central Bank, number 1840, Aug.
• Holton, Sarah & d’Acri, Costanza Rodriguez, 2015, "Jagged cliffs and stumbling blocks: interest rate pass-through fragmentation during the Euro area crisis," Working Paper Series, European Central Bank, number 1850, Sep.
• Motto, Roberto & Altavilla, Carlo & Carboni, Giacomo, 2015, "Asset purchase programmes and financial markets: lessons from the euro area," Working Paper Series, European Central Bank, number 1864, Nov.
• Reinhart, Carmen M. & Reinhart, Vincent & Rogoff, Kenneth, 2015, "Dealing with Debt," Working Paper Series, Harvard University, John F. Kennedy School of Government, number rwp15-009, Feb.
• Hurst, Erik & Keys, Benjamin J. & Seru, Amit & Vavra, Joseph, 2015, "Regional Redistribution through the U.S. Mortgage Market," Research Papers, Stanford University, Graduate School of Business, number 3458, Sep.
• Ioannis N. Kallianiotis, 2015, "Economic Crises and the Substitution of Fiscal Policy by Monetary Policy," International Journal of Economics and Financial Issues, Econjournals, volume 5, issue 1, pages 44-68.
• Serhan Cevik & Joshua Charap, 2015, "The Behavior of Conventional and Islamic Bank Deposit Returns in Malaysia and Turkey," International Journal of Economics and Financial Issues, Econjournals, volume 5, issue 1, pages 111-124.
• Trust Kganyago & Victor Gumbo, 2015, "An Empirical Study of the Relationship between Money Market Interest Rates and Stock Market Performance: Evidence from Zimbabwe (2009-2013)," International Journal of Economics and Financial Issues, Econjournals, volume 5, issue 3, pages 638-646.