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

2025

• KÄ rlis Vilerts & Sofia Anyfantaki & KonstantÄ«ns Beņkovskis & Sebastian Bredl & Massimo Giovannini & Florian Matthias Horky & Vanessa Kunzmann & Tibor Lalinský & Athanasios Lampousis & Elizaveta Lu, 2025, "Details matter: loan pricing and transmission of monetary policy in the euro area," Working Papers, Bank of Greece, number 345, Jul, DOI: 10.52903/wp2025345.
• Sophocles Brissimis & Evangelia Georgiou, 2025, "Assessing the impact of unconventional monetary policy on long-term interest rates in the euro area with the use of a macro-finance model," Working Papers, Bank of Greece, number 348, Sep, DOI: 10.52903/wp2025348.
• Zacharias Bragoudakis & Alexandros Tsioutsios, 2025, "Bank concentration and asymmetric interest rate spreads pass through: evidence from selected euro area countries," Working Papers, Bank of Greece, number 352, Nov, DOI: 10.52903/wp2025352.
• Eliezer Borenstein, 2025, "Monetary Policy, Fear, and the Stock Market," Bank of Israel Working Papers, Bank of Israel, number 2025.03, Apr.
• Shunsuke Haba & Kimihiko Izawa & Yui Kishaba & Yusuke Takahashi & Shunichi Yoneyama, 2025, "Measuring Policy Effects since the Introduction of Quantitative and Qualitative Monetary Easing (QQE): An Analysis Using the Macroeconomic Model Q-JEM," Bank of Japan Working Paper Series, Bank of Japan, number 25-E-2, Feb.
• Kohei Maehashi & Daisuke Miyakawa & Takatoshi Sasaki & Taihei Sone, 2025, "Skewed Interest Rate Expectations and Effects of Central Banks' Market Operations: Empirical Findings Using Granular Transaction Data," Bank of Japan Working Paper Series, Bank of Japan, number 25-E-7, May.
• Nobuhiro Abe & Yuto Ishikuro & Koki Nakayama & Yutaro Takano, 2025, "Interest Rate Pass-through by U.S. Banks: Macro Implications of Bank Competition," Bank of Japan Working Paper Series, Bank of Japan, number 25-E-9, Sep.
• Atsuki Hirata & Yusuke Takahashi & Naoya Kato, 2025, "Interest Rate Sensitivity of Capital Investment in Japan: An Analysis Using Panel LP-IV," Bank of Japan Working Paper Series, Bank of Japan, number 25-E-13, Nov.
• Zheng Gong, 2025, "When Does Household Heterogeneity Matter for Aggregate Fluctuations?," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2025_624v2, Jan, revised Sep 2025.
• Farzad Saidi & Ulf Nielsson & Jesper Rangvid & Fabian Seyrich & Daniel Streitz, 2025, "Hybrid Contracting in Repeated Interactions," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2025_699, Aug.
• Michail Nektarios & Louka Kyriaki, 2025, "The Pass Through of Monetary Policy to Euro Area Bank Interest Rates," German Economic Review, De Gruyter, volume 26, issue 2, pages 131-192, DOI: 10.1515/ger-2023-0084.
• Buda, G & Carvalho, V. M. & Corsetti, G & Duarte, J. B. & Hansen, S. & Moura, A. S. & Ortiz, A. & Rodrigo, T. & Rodríguez Mora, J. V. & Alves da Silva, G., 2025, "The Short Lags of Monetary Policy," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2509, Feb.
• Chadha, J. S. & Turner, P. & Zampolli, F., 2025, "The Interest Rate Effects of Government Debt Maturity: Solving the Bond Conundrum," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2519, Apr.
• Garabedian, Garo, 2025, "Star-struck; Monetary Policy and the Neutral Rate," Research Technical Papers, Central Bank of Ireland, number 4/RT/25, Jun.
• Vilerts, Karlis & Anyfantaki, Sofia & Benkovskis, Konstantins & Bredl, Sebastian & Giovannini, Massimo & Matthias Horky, Florian & Kunzmann, Vanessa & Lalinský, Tibor & Lampousis, Athanasios & Lukmano, 2025, "Details Matter: Loan Pricing and Transmission of Monetary Policy in the Euro Area," Research Technical Papers, Central Bank of Ireland, number 8/RT/25, Jul.
• Michael McGrane, 2025, "A Survey-Based Shifting-Endpoint Dynamic Term Structure Model of Interest Rates: Working Paper 2025-03," Working Papers, Congressional Budget Office, number 60888, Aug.
• Athanasios Geromichalos & Kuk Mo Jung & Ioannis Kospentaris & Changhyun Lee & Sukjoon Lee, 2025, "Central bank interventions and asset market liquidity," Working Papers, University of California, Davis, Department of Economics, number 373, Aug.
• Ivan Todorov, 2025, "The Pre- and Post-WWI Dynamics of Saving, Investment, and Interest Rates: A Cross-Country Comparison," Proceedings of the Centre for Economic History Research, Centre for Economic History Research, volume 10, pages 67-81, November.
• Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2025, "Persistence and Nonlinearities in the US Federal Funds Rate," CESifo Working Paper Series, CESifo, number 11913.
• Marc Dordal i Carreras & Seung Joo Lee, 2025, "Higher-Order Forward Guidance," CESifo Working Paper Series, CESifo, number 12034.
• Lea Best & Benjamin Born & Manuel Menkhoff, 2025, "The Impact of Interest: Firms' Investment Sensitivity to Interest Rates," CESifo Working Paper Series, CESifo, number 12167.
• Dominik Hecker & Maik Wolters & Maik H. Wolters, 2025, "Nonlinear Estimation of a New Keynesian Model with Endogenous Inflation De-Anchoring," CESifo Working Paper Series, CESifo, number 12280.
• Miguel Acosta & Andrea Ajello & Michael D. Bauer & Francesca Loria & Silvia Miranda-Agrippino, 2025, "Financial Market Effects of FOMC Communication: Evidence from a New Event-Study Database," CESifo Working Paper Series, CESifo, number 12343.
• Miguel Acosta-Henao & Maria Alejandra Amado & Montserrat Martí & David Perez-Reyna, 2025, "Heterogeneous UIPDs Across Firms: Spillovers from U.S. Monetary Policy Shocks," Working Papers Central Bank of Chile, Central Bank of Chile, number 1043, May.
• Nicolas Camenzind & Damir Filipović, 2025, "Transfer Learning Across Fixed-Income Product Classes," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 25-50, May.
• Federico Kochen, 2025, "Finance Over the Life Cycle of Firms," Working Papers, CEMFI, number wp2025_2518, Sep.
• Miguel Acosta Henao & Mar√≠a Alejandra Amado & David P√©rez Reyna & Montserrat Mart√≠, 2025, "Heterogeneous UIPDs Across Firms: Spillovers from U.S. Monetary Policy Shocks," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 21387, Jun.
• Carlos Castro Iragorri & Juan Camilo Medellín Martínez, 2025, "Maturity transformation and deposit franchise in Latin American banks," Documentos de Trabajo, Universidad del Rosario, number 022157, May, DOI: 10.48713/10336_45314.
• Ximena Cadena & David Forero & Alejandro Becerra & Santiago Muñoz, 2025, "Política de la tasa de usura en el mercado financiero en Colombia: implicaciones, efectos y recomendaciones," Informes de Investigación, Fedesarrollo, number 21059, Mar.
• Richard Jaimes Bonilla & Javier Esteban Martínez, 2025, "Age Structure and Monetary Policy Transmission: Conventional vs. Unconventional Shocks in the Euro Area," Vniversitas Económica, Universidad Javeriana - Bogotá, volume 25, issue 2, pages 1-35, June.
• Christophe Blot & Paul Hubert & Fabien Labondance, 2025, "Dissent in Monetary Policy Decisions: Effects, Channels and Implications," Working Papers, CRESE, number 2025-07, May.
• Rasmus Landersø & Kristian B. Karlson, 2025, "Intergenerational Educational Mobility among Immigrants and Descendants in Denmark: The Role of Sample Selectivity and Data Quality," RFBerlin Discussion Paper Series, ROCKWOOL Foundation Berlin (RFBerlin), number 25115, Nov.
• Escribano, Álvaro & Rodríguez, Juan Andrés & Arranz Cuesta, Miguel Angel, 2025, "Are money demand equations still alive and kicking? Historical evidence of cointegration for the UK, using nonlinear techniques," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 45845, Jan.
• Escribano, Álvaro & Rodríguez, Juan Andrés & Arranz Cuesta, Miguel Angel, 2025, "40 Years of Empirical Evidence of Cointegration and Nonlinear Equilibrium Correction in UK Money Demand since the XIX Century," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 47122, Jun.
• Gomes, Sandra & Jacquinot, Pascal & Lozej, Matija, 2025, "A single monetary policy for heterogeneous labour markets: the case of the euro area," Macroeconomic Dynamics, Cambridge University Press, volume 29, issue , pages 1-1, January.
• Gillman, Max & Cevik, Emrah Ismail & Dibooglu, Sel, 2025, "The Evolving Impact of U.S. Monetary Policy on Real Oil Prices: A Time-Varying Granger and Local Projections Approach," Corvinus Economics Working Papers (CEWP), Corvinus University of Budapest, number 2025/04, Dec.
• Raphaelle G. Coulombe & James McNeil, 2025, "The term structure of interest rates in a noisy information model," Working Papers, Dalhousie University, Department of Economics, number daleconwp2025-01, Jul.
• Kerstin Bernoth, 2025, "Analyzing ECB Communications Improves Forecasting of Interest Rate Decisions," DIW Weekly Report, DIW Berlin, German Institute for Economic Research, volume 15, issue 16/17, pages 99-105.
• Kerstin Bernoth, 2025, "Analyse der EZB-Kommunikation verbessert Prognose von Zinsentscheidungen," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 92, issue 16/17, pages 237-244.
• Kerstin Bernoth, 2025, "Dovish Coos or Hawkish Screech? From Central Bank Talk to Economic Walk," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 2137.
• Jan Kakes & Tom Hudepohl & Casper de Haes, 2025, "The local supply effect of asset purchases: evidence from the Eurosystem's CSPP," Working Papers, DNB, number 837, Jun.
• David Worms, 2025, "Predictability of Monetary Policy Surprises and Euro Area Macroeconomic DynamicsÂ," Working Papers, DNB, number 850, Dec.
• Charles Yuji Horioka & Nicholas Ford, 2025, "A New Modeling Approach to Help Address the Trump Tariffs," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 1300, Dec.
• Christophe Blot & Paul Hubert & Fabien Labondance, 2025, "Dissent in Monetary Policy Decisions: Effects, Channels and Implications," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2025-31.
• Brand, Claus & Lisack, Noëmie & Mazelis, Falk, 2025, "Natural rate estimates for the euro area: insights, uncertainties and shortcomings," Economic Bulletin Boxes, European Central Bank, volume 1.
• Vilerts, Kārlis & Anyfantaki, Sofia & Benkovskis, Konstantins & Bredl, Sebastian & Giovannini, Massimo & Horky, Florian Matthias & Kunzmann, Vanessa & Lalinsky, Tibor & Lampousis, Athanasios & Lukmano, 2025, "Details matter – how loan pricing affects monetary policy transmission in the euro area," Research Bulletin, European Central Bank, volume 135.
• Altavilla, Carlo & Rostagno, Massimo & Schumacher, Julian, 2025, "When banks hold back: credit and liquidity provision," Working Paper Series, European Central Bank, number 3009, Jan.
• Bletzinger, Tilman & Lemke, Wolfgang & Renne, Jean-Paul, 2025, "Time-varying risk aversion and inflation-consumption correlation in an equilibrium term structure model," Working Paper Series, European Central Bank, number 3012, Jan.
• Dupraz, Stéphane & Rogantini Picco, Anna, 2025, "Fiscal requirements for price stability when households are not Ricardian," Working Paper Series, European Central Bank, number 3038, Mar.
• Sigmund, Michael & Agati, Alessandra, 2025, "Banking in the negative: a vector error correction analysis of bank-specific lending and deposit rates," Working Paper Series, European Central Bank, number 3039, Mar.
• Lang, Jan Hannes & Rusnák, Marek & Herbst, Tobias, 2025, "The impact of monetary policy and macroprudential policy on corporate lending rates in the Euro area," Working Paper Series, European Central Bank, number 3057, May.
• d'Avernas, Adrien & Vandeweyer, Quentin & Petersen, Damon, 2025, "The central bank’s balance sheet and treasury market disruptions," Working Paper Series, European Central Bank, number 3066, Jul.
• Anyfantaki, Sofia & Benkovskis, Konstantins & Kunzmann, Vanessa & Lalinsky, Tibor & Petroulakis, Filippos & Zutis, Klavs & Vilerts, Kārlis & Bredl, Sebastian & Giovannini, Massimo & Horky, Florian Mat, 2025, "Details matter: loan pricing and transmission of monetary policy in the euro area," Working Paper Series, European Central Bank, number 3078, Jul.
• Rice, Jonathan & Guerrini, Giulia Maria, 2025, "Riding the rate wave: interest rate and run risks in euro area banks during the 2022-2023 monetary cycle," Working Paper Series, European Central Bank, number 3090, Aug.
• Grancini, Stefano, 2025, "Public debt, iMPCs & fiscal policy transmission," Working Paper Series, European Central Bank, number 3106, Sep.
• Domenech Palacios, Mar, 2025, "Firms’ risk and monetary transmission: revisiting the excess bond premium," Working Paper Series, European Central Bank, number 3118, Sep.
• Den Haan, Wouter J. & Ferrari, Alessandro & Mazelis, Falk & Ristiniemi, Annukka, 2025, "Battle of the ages: distributional and aggregate effects of monetary policy in a model with age demographics," Working Paper Series, European Central Bank, number 3125, Sep.
• Kagerer, Benedikt & Pancaro, Cosimo & Reghezza, Alessio & De Vito, Antonio, 2025, "Hidden weaknesses: the role of unrealized losses in monetary policy transmission," Working Paper Series, European Central Bank, number 3129, Oct.
• Altavilla, Carlo & Gürkaynak, Refet S. & Laeven, Luc & Kind, Thilo, 2025, "Monetary transmission with frequent policy events," Working Paper Series, European Central Bank, number 3157, Nov.
• Brand, Claus & Goy, Gavin & Lemke, Wolfgang, 2025, "Estimating the natural rate of interest in a macro-finance yield curve model," Working Paper Series, European Central Bank, number 3160, Dec.
• Gerda Kirpson & Karsten. Staehr, 2025, "The effects of public debt on public and private interest rates in the euro area," Bank of Estonia Working Papers, Bank of Estonia, number wp2025-06, Dec, revised 22 Dec 2025.
• Jurkšas, Linas & Kaminskas, Rokas, 2025, "Communication of ECB Governing Council members: Impact on intraday financial markets from media messages," Journal of Behavioral and Experimental Finance, Elsevier, volume 48, issue C, DOI: 10.1016/j.jbef.2025.101117.
• Adra, Samer & Barbopoulos, Leonidas G. & Saunders, Anthony, 2025, "The fed information shocks and the market for corporate control: Predictive and causal effects," Journal of Corporate Finance, Elsevier, volume 90, issue C, DOI: 10.1016/j.jcorpfin.2024.102681.
• Kučera, Adam & Kočenda, Evžen & Maršál, Aleš, 2025, "Yield curve dynamics and fiscal policy shocks," Journal of Economic Dynamics and Control, Elsevier, volume 178, issue C, DOI: 10.1016/j.jedc.2025.105144.
• Wang, Tiantian & Wei, Qian & Sun, Ruiqi, 2025, "Interest rate liberalization and labor cost stickiness: A quasi-natural experiment from China," Economic Analysis and Policy, Elsevier, volume 85, issue C, pages 1663-1675, DOI: 10.1016/j.eap.2024.12.025.
• Suh, Jeong Eui, 2025, "An interest rate rule following the natural rate of interest for optimal monetary policy," Economic Modelling, Elsevier, volume 147, issue C, DOI: 10.1016/j.econmod.2025.107040.
• Billon, Steve & Andries, Natalia, 2025, "Deposit insurance pricing and monetary policy transmission," Economic Modelling, Elsevier, volume 153, issue C, DOI: 10.1016/j.econmod.2025.107318.
• Ozocak, Onem, 2025, "Reaction of the U.S. Treasury market to economic news when intrapersonal uncertainty and interpersonal disagreement are high," The North American Journal of Economics and Finance, Elsevier, volume 76, issue C, DOI: 10.1016/j.najef.2024.102357.
• Tvedt, Jostein, 2025, "A predictive term-spread model in the age of inflation targeting," The North American Journal of Economics and Finance, Elsevier, volume 76, issue C, DOI: 10.1016/j.najef.2025.102364.
• Vázquez, Jesús, 2025, "Misaligned expectations and bond term premium measures," The North American Journal of Economics and Finance, Elsevier, volume 79, issue C, DOI: 10.1016/j.najef.2025.102442.
• Montes, Gabriel Caldas & Dantas, João, 2025, "Fiscal rules, inflation and monetary policy: International evidence," The North American Journal of Economics and Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.najef.2025.102472.
• Megaritis, Anastasios & Bakas, Dimitrios & Bermpei, Theodora & Triantafyllou, Athanasios, 2025, "The impact of term spread volatility on economic activity," Economics Letters, Elsevier, volume 247, issue C, DOI: 10.1016/j.econlet.2025.112190.
• Tatar, Balint & Wieland, Volker, 2025, "Policy rules and the inflation surge: The case of the ECB," Economics Letters, Elsevier, volume 252, issue C, DOI: 10.1016/j.econlet.2025.112338.
• Kamate, Vidya & Ranjan, Abhishek, 2025, "When less is not always more: Issue frequency and borrowing costs in commercial paper market," Economics Letters, Elsevier, volume 254, issue C, DOI: 10.1016/j.econlet.2025.112459.
• Andreasen, Martin M. & Jørgensen, Kasper & Meldrum, Andrew, 2025, "Bond risk premiums at the zero lower bound," Journal of Econometrics, Elsevier, volume 247, issue C, DOI: 10.1016/j.jeconom.2024.105939.
• Roussellet, Guillaume, 2025, "The term structure of macroeconomic risks at the effective lower bound," Journal of Econometrics, Elsevier, volume 248, issue C, DOI: 10.1016/j.jeconom.2023.01.005.
• Fernández-Villaverde, Jesús & Marbet, Joël & Nuño, Galo & Rachedi, Omar, 2025, "Inequality and the zero lower bound," Journal of Econometrics, Elsevier, volume 249, issue PC, DOI: 10.1016/j.jeconom.2024.105819.
• Airaudo, Marco, 2025, "Temptation-driven preferences: A resolution to New Keynesian anomalies," European Economic Review, Elsevier, volume 172, issue C, DOI: 10.1016/j.euroecorev.2024.104932.
• Kho, Stephen, 2025, "Deposit market concentration and monetary transmission: Evidence from the euro area," European Economic Review, Elsevier, volume 173, issue C, DOI: 10.1016/j.euroecorev.2024.104933.
• Gödl-Hanisch, Isabel & Mau, Ronald & Rawls, Jonathan, 2025, "Monetary policy interactions: The policy rate, asset purchases, and optimal policy with an interest rate peg," European Economic Review, Elsevier, volume 174, issue C, DOI: 10.1016/j.euroecorev.2025.104985.
• Berentsen, Aleksander & van Buggenum, Hugo & Ruprecht, Romina, 2025, "On the negatives of negative interest rates," European Economic Review, Elsevier, volume 178, issue C, DOI: 10.1016/j.euroecorev.2025.105100.
• Ocampo, José Antonio & Villamizar-Villegas, Mauricio & Orbegozo-Rodríguez, Germán & Fajardo-Baquero, Nicolás & Botero-Ramírez, Oscar & Orozco-Vanegas, Camilo, 2025, "The role of investor participation on sovereign debt markets: Evidence from an emerging economy," Emerging Markets Review, Elsevier, volume 66, issue C, DOI: 10.1016/j.ememar.2025.101284.
• Zhang, Tao & Tang, Ke & Liu, Taoxiong & Jiang, Tingfeng, 2025, "High frequency online inflation and term structure of interest rates: Evidence from China," Journal of Empirical Finance, Elsevier, volume 83, issue C, DOI: 10.1016/j.jempfin.2025.101626.
• Iqbal, Najaf & Umar, Zaghum & Shaoyong, Zhang & Sokolova, Tatiana, 2025, "Higher moments interaction between the US treasury yields, energy assets, and green cryptos: Dynamic analysis with portfolio implications," Energy Economics, Elsevier, volume 141, issue C, DOI: 10.1016/j.eneco.2024.108077.
• Das, Narasingha & Tanin, Tauhidul Islam & Gangopadhyay, Partha & Abbas, Qaiser & Akadiri, Seyi Saint & Janjua, Laeeq Razzak, 2025, "Quantile VAR connectedness and price spillovers between soybean and energy," Energy Economics, Elsevier, volume 149, issue C, DOI: 10.1016/j.eneco.2025.108774.
• Davtyan, Karen, 2025, "Dynamics of the natural rate of interest and monetary policy," Finance Research Letters, Elsevier, volume 72, issue C, DOI: 10.1016/j.frl.2024.106475.
• Ko, Eunmi & Dmonte, Alphaeus & Zampieri, Marcos, 2025, "Comparison of an affine term structure model with Fed chair speeches in large language models," Finance Research Letters, Elsevier, volume 78, issue C, DOI: 10.1016/j.frl.2025.107114.
• Li, Chenxing & Yang, Qiao, 2025, "An infinite hidden Markov model with GARCH for short-term interest rates," Finance Research Letters, Elsevier, volume 80, issue C, DOI: 10.1016/j.frl.2025.107294.
• Segal, Maxime & Kristjánsson, Kristján Rúnar & Björnsson, Björn Hrannar, 2025, "Modelling CSRBB under regulatory guidelines," Finance Research Letters, Elsevier, volume 82, issue C, DOI: 10.1016/j.frl.2025.107501.
• Zhang, Qi & Wang, Ling & Sun, Xiaoxuan & Lin, Ning, 2025, "Geopolitical risk and offshore corporate bond issuance in local currency," Finance Research Letters, Elsevier, volume 82, issue C, DOI: 10.1016/j.frl.2025.107556.
• Kapuściński, Mariusz, 2025, "Bank levies, the money market and monetary policy operations," Finance Research Letters, Elsevier, volume 83, issue C, DOI: 10.1016/j.frl.2025.107546.
• Kim, Sang Rae, 2025, "What happens when stablecoins are introduced? Evidence from short-term funding market," Finance Research Letters, Elsevier, volume 86, issue PG, DOI: 10.1016/j.frl.2025.108964.
• Argudo, Esteban, 2025, "Monetary policy transmission via nonbank lending: Evidence from peer-to-peer loans," Journal of Financial Stability, Elsevier, volume 80, issue C, DOI: 10.1016/j.jfs.2025.101455.
• Solís, Pavel, 2025, "Term premia and credit risk in emerging markets: The role of U.S. monetary policy," Journal of International Economics, Elsevier, volume 154, issue C, DOI: 10.1016/j.jinteco.2025.104045.
• Wicht, Adrien, 2025, "Seniority and sovereign default: The role of official multilateral lenders," Journal of International Economics, Elsevier, volume 155, issue C, DOI: 10.1016/j.jinteco.2025.104098.
• Christensen, Jens H.E. & Mirkov, Nikola N. & Zhang, Xin, 2025, "Quantitative easing and the supply of safe assets: Evidence from international bond safety premia," Journal of International Economics, Elsevier, volume 157, issue C, DOI: 10.1016/j.jinteco.2025.104146.
• Na, Seunghoon & Xie, Yinxi, 2025, "Expectations and the UIP puzzles when foresight is limited," Journal of International Economics, Elsevier, volume 158, issue C, DOI: 10.1016/j.jinteco.2025.104183.
• Doojav, Gan-Ochir & Juragat, Arman, 2025, "Nonlinearities and state-dependence in the monetary transmission mechanism: Evidence from a commodity-dependent economy," International Economics, Elsevier, volume 184, issue C, DOI: 10.1016/j.inteco.2025.100640.
• Ballabriga, Fernando & Davtyan, Karen, 2025, "Comparing conventional and unconventional monetary policy effects in the euro area and the United States," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 104, issue C, DOI: 10.1016/j.intfin.2025.102203.
• Yahyaei, Hamid & Singh, Abhay & Smith, Tom, 2025, "Ex ante bond returns and time-varying monotonicity," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 99, issue C, DOI: 10.1016/j.intfin.2025.102114.
• Hansen, Jorge Wolfgang, 2025, "Unspanned stochastic volatility in the linear-rational square-root model: Evidence from the Treasury market," Journal of Banking & Finance, Elsevier, volume 171, issue C, DOI: 10.1016/j.jbankfin.2024.107354.
• Klingler, Sven & Syrstad, Olav, 2025, "The SOFR discount," Journal of Financial Economics, Elsevier, volume 164, issue C, DOI: 10.1016/j.jfineco.2024.103989.
• Pflueger, Carolin, 2025, "Back to the 1980s or not? The drivers of inflation and real risks in Treasury bonds," Journal of Financial Economics, Elsevier, volume 167, issue C, DOI: 10.1016/j.jfineco.2025.104027.
• Nyborg, Kjell G. & Woschitz, Jiri, 2025, "Robust difference-in-differences analysis when there is a term structure," Journal of Financial Economics, Elsevier, volume 170, issue C, DOI: 10.1016/j.jfineco.2025.104081.
• Billio, M. & Busetto, F. & Dufour, A. & Varotto, S., 2025, "Bond supply expectations and the term structure of interest rates," Journal of International Money and Finance, Elsevier, volume 150, issue C, DOI: 10.1016/j.jimonfin.2024.103217.
• Ceballos, Luis & Christensen, Jens H.E. & Romero, Damian, 2025, "A post-pandemic new normal for interest rates in emerging bond markets? Evidence from Chile," Journal of International Money and Finance, Elsevier, volume 150, issue C, DOI: 10.1016/j.jimonfin.2024.103234.
• Bernardini, Marco & De Nicola, Annalisa, 2025, "The market stabilization role of central bank asset purchases: High-frequency evidence from the COVID-19 crisis," Journal of International Money and Finance, Elsevier, volume 152, issue C, DOI: 10.1016/j.jimonfin.2024.103257.
• Skaperdas, Arsenios, 2025, "Industry growth at the lower bound," Journal of International Money and Finance, Elsevier, volume 152, issue C, DOI: 10.1016/j.jimonfin.2025.103283.
• Avril, Pauline & Levieuge, Grégory & Turcu, Camelia, 2025, "Natural disasters and financial stress: can macroprudential regulation tame green swans?," Journal of International Money and Finance, Elsevier, volume 154, issue C, DOI: 10.1016/j.jimonfin.2025.103325.
• El-Shagi, Makram & Jiang, Lunan, 2025, "How the PBoC’s new MLF affects the yield curve," Journal of International Money and Finance, Elsevier, volume 154, issue C, DOI: 10.1016/j.jimonfin.2025.103327.
• Avignone, Giuseppe & Girardone, Claudia & Pancaro, Cosimo & Pancotto, Livia & Reghezza, Alessio, 2025, "Making a virtue out of necessity: The effect of negative interest rates on bank cost efficiency," Journal of International Money and Finance, Elsevier, volume 155, issue C, DOI: 10.1016/j.jimonfin.2025.103306.
• Brzoza-Brzezina, Michał & Galiński, Paweł R. & Makarski, Krzysztof, 2025, "Monetary and fiscal policy in a two-country model with behavioral expectations," Journal of International Money and Finance, Elsevier, volume 155, issue C, DOI: 10.1016/j.jimonfin.2025.103331.
• Bricongne, Jean-Charles & Marolleau, Louis, 2025, "The impact of monetary surprises on exchange rates: Results from textual and high-frequency analysis," Journal of International Money and Finance, Elsevier, volume 158, issue C, DOI: 10.1016/j.jimonfin.2025.103401.
• Coulombe, Raphaelle G. & McNeil, James, 2025, "The term structure of interest rates in a noisy information model," Journal of International Money and Finance, Elsevier, volume 159, issue C, DOI: 10.1016/j.jimonfin.2025.103443.
• Yano, Ritsu & Nakazono, Yoshiyuki & Tango, Kento, 2025, "The transmission of monetary policy shocks: Evidence from Japan," Journal of the Japanese and International Economies, Elsevier, volume 75, issue C, DOI: 10.1016/j.jjie.2024.101349.
• Fukuda, Shin-ichi, 2025, "Short-run and long-run consequences of unconventional monetary policy in Japan," Journal of the Japanese and International Economies, Elsevier, volume 77, issue C, DOI: 10.1016/j.jjie.2025.101375.
• Constantine, Collin, 2025, "Fiscal dominance and the financial resource curse: The Paradoxes of Plenty and Banking," Latin American Journal of Central Banking (previously Monetaria), Elsevier, volume 6, issue 2, DOI: 10.1016/j.latcb.2024.100131.

2024

• Mark Aguiar & Manuel Amador & Cristina Arellano, 2024, "Micro Risks and (Robust) Pareto-Improving Policies," American Economic Review, American Economic Association, volume 114, issue 11, pages 3669-3713, November, DOI: 10.1257/aer.20230128.
• Martin Ellison & Sang Seok Lee & Kevin Hjortshøj O'Rourke, 2024, "The Ends of 27 Big Depressions," American Economic Review, American Economic Association, volume 114, issue 1, pages 134-168, January, DOI: 10.1257/aer.20221479.
• Rohan Kekre & Moritz Lenel, 2024, "The Flight to Safety and International Risk Sharing," American Economic Review, American Economic Association, volume 114, issue 6, pages 1650-1691, June, DOI: 10.1257/aer.20211319.
• Kenneth S. Rogoff & Barbara Rossi & Paul Schmelzing, 2024, "Long-Run Trends in Long-Maturity Real Rates, 1311–2022," American Economic Review, American Economic Association, volume 114, issue 8, pages 2271-2307, August, DOI: 10.1257/aer.20221352.
• Paul Beaudry & Chenyu Hou & Franck Portier, 2024, "Monetary Policy When the Phillips Curve Is Quite Flat," American Economic Journal: Macroeconomics, American Economic Association, volume 16, issue 1, pages 1-28, January, DOI: 10.1257/mac.20220088.
• Alexey Gorn & Antonella Trigari, 2024, "Assessing the Stabilizing Effects of Unemployment Benefit Extensions," American Economic Journal: Macroeconomics, American Economic Association, volume 16, issue 1, pages 387-440, January, DOI: 10.1257/mac.20210385.
• Daisuke Ikeda & Shangshang Li & Sophocles Mavroeidis & Francesco Zanetti, 2024, "Testing the Effectiveness of Unconventional Monetary Policy in Japan and the United States," American Economic Journal: Macroeconomics, American Economic Association, volume 16, issue 2, pages 250-286, April, DOI: 10.1257/mac.20210169.
• Claudio Michelacci & Luigi Paciello, 2024, "Ambiguity Aversion and Heterogeneity in Households' Beliefs," American Economic Journal: Macroeconomics, American Economic Association, volume 16, issue 2, pages 95-126, April, DOI: 10.1257/mac.20200141.
• Luis Felipe Céspedes & Roberto Chang, 2024, "Optimal Foreign Reserves and Central Bank Policy under Financial Stress," American Economic Journal: Macroeconomics, American Economic Association, volume 16, issue 3, pages 230-267, July, DOI: 10.1257/mac.20210117.
• Gernot J. Müller & Martin Wolf & Thomas Hettig, 2024, "Delayed Overshooting: The Case for Information Rigidities," American Economic Journal: Macroeconomics, American Economic Association, volume 16, issue 3, pages 310-342, July, DOI: 10.1257/mac.20210212.
• Pablo Cuba-Borda & Sanjay R. Singh, 2024, "Understanding Persistent ZLB: Theory and Assessment," American Economic Journal: Macroeconomics, American Economic Association, volume 16, issue 3, pages 389-416, July, DOI: 10.1257/mac.20210453.
• Gareth Anderson & Ambrogio Cesa-Bianchi, 2024, "Crossing the Credit Channel: Credit Spreads and Firm Heterogeneity," American Economic Journal: Macroeconomics, American Economic Association, volume 16, issue 3, pages 417-446, July, DOI: 10.1257/mac.20210455.
• Jianjun Miao & Dongling Su, 2024, "Fiscal and Monetary Policy Interactions in a Model with Low Interest Rates," American Economic Journal: Macroeconomics, American Economic Association, volume 16, issue 4, pages 35-76, October, DOI: 10.1257/mac.20220232.
• Johannes Brumm & Xiangyu Feng & Laurence Kotlikoff & Felix Kubler, 2024, "When Interest Rates Go Low, Should Public Debt Go High?," American Economic Journal: Macroeconomics, American Economic Association, volume 16, issue 4, pages 432-469, October, DOI: 10.1257/mac.20230154.
• Francisco Amaral & Martin Dohmen & Sebastian Kohl & Moritz Schularick, 2024, "Interest Rates and the Spatial Polarization of Housing Markets," American Economic Review: Insights, American Economic Association, volume 6, issue 1, pages 89-104, March, DOI: 10.1257/aeri.20220367.
• Jason Choi & Duong Dang & Rishabh Kirpalani & Diego J. Perez, 2024, "Exorbitant Privilege and the Sustainability of US Public Debt," AEA Papers and Proceedings, American Economic Association, volume 114, pages 143-147, May, DOI: 10.1257/pandp.20241067.
• Mariam Tchanturia & Jared Laxton & Douglas Laxton & Shalva Mkhatrishvili, 2024, "Covid-19 and the Return of the 3-Star Consumption Functions in the US," NBG Working Papers, National Bank of Georgia, number 03/2024, Jun.
• Vrins, Frédéric & Wang, Linqi, 2024, "Asymmetric short-rate model without lower bound," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2024005, Jan, DOI: https://doi.org/10.1080/14697688.20.
• Yuliyan Mitkov & Ulrich Schüwer, 2024, "On the Relationship between Borrower and Bank risk," ECONtribute Discussion Papers Series, University of Bonn and University of Cologne, Germany, number 294, Apr.
• Robin Greenwood & Samuel Hanson & Dimitri Vayanos, 2024, "Supply and Demand and the Term Structure of Interest Rates," Annual Review of Financial Economics, Annual Reviews, volume 16, issue 1, pages 115-151, November, DOI: 10.1146/annurev-financial-082123-11.
• Ricardo J. Caballero & Alp Simsek, 2024, "Central Banks, Stock Markets, and the Real Economy," Annual Review of Financial Economics, Annual Reviews, volume 16, issue 1, pages 179-205, November, DOI: 10.1146/annurev-financial-082123-10.
• Luis Brandão-Marques & Marco Casiraghi & Gaston Gelos & Güneş Kamber & Roland Meeks, 2024, "Negative Interest Rate Policies: A Survey," Annual Review of Economics, Annual Reviews, volume 16, issue 1, pages 305-328, August, DOI: 10.1146/annurev-economics-080323-04.
• Абилов Н. // Abilov N., 2024, "Риск действительно имеет значение: шоки неопределенности в условиях малой экономики страны – экспортера нефти // Risk indeed matters: uncertainty shocks in a small oil-exporting economy," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 2 Special, pages 7-23.
• Шамар Бауыржан // Shamar Bauyrzhan, 2024, "Декомпозиция кривой доходности ГЦБ // Decomposition of the government securities yield curve," Working Papers, National Bank of Kazakhstan, number #2024-3.
• Jose Pablo Barquero-Romero, 2024, "The Transmission of the Monetary Policy Rate in Costa Rica, 2018-2024," Notas Técnicas, Banco Central de Costa Rica, number 2406, Dec.
• Siyu Bie & Francis X. Diebold & Jingyu He & Junye Li, 2024, "Machine Learning and the Yield Curve: Tree-Based Macroeconomic Regime Switching," Papers, arXiv.org, number 2408.12863, Aug, revised May 2025.
• Camilla Lupiani, 2024, "Taylor Rule and Shadow Rates: theory and empirical analysis," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 24218.
• Pietro Munari, 2024, "The Impact of Market Sentiment and Macroeconomic Fundamentals on Government Bond (Mis)-pricing," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 24228.
• Bruno Feunou & Zabi Tarshi, 2024, "Deriving Longer-Term Inflation Expectations and Inflation Risk Premium Measures for Canada," Discussion Papers, Bank of Canada, number 2024-09, Jul, DOI: 10.34989/sdp-2024-9.
• Bingxin Ann Xing & Bruno Feunou & Morvan Nongni-Donfack & Rodrigo Sekkel, 2024, "U.S. Macroeconomic News and Low-Frequency Changes in Small Open Economies’ Bond Yields," Staff Working Papers, Bank of Canada, number 24-12, Apr, DOI: 10.34989/swp-2024-12.
• Antonio Diez de los Rios, 2024, "Estimating the Portfolio-Balance Effects of the Bank of Canada’s Government of Canada Bond Purchase Program," Staff Working Papers, Bank of Canada, number 24-34, Oct, DOI: 10.34989/swp-2024-34.
• Fares Bounajm & Austin McWhirter, 2024, "Modelling Canadian mortgage debt and payments in a semi-structural model," Staff Analytical Notes, Bank of Canada, number 2024-1, Jan, DOI: 10.34989/san-2024-1.
• Boran Plong & Neil Maru, 2024, "CORRA: Explaining the rise in volumes and resulting upward pressure," Staff Analytical Notes, Bank of Canada, number 2024-21, Aug, DOI: 10.34989/san-2024-21.
• Antonio Diez de los Rios, 2024, "Evaluating the portfolio balance effects of the Government of Canada Bond Purchase Program on the Canadian yield curve," Staff Analytical Notes, Bank of Canada, number 2024-22, Oct, DOI: 10.34989/san-2024-22.
• Antonio Diez de los Rios, 2024, "Évaluation des effets de portefeuille du Programme d’achat d’obligations du gouvernement du Canada sur la courbe de rendement canadienne," Staff Analytical Notes, Bank of Canada, number 2024-22fr, Oct, DOI: 10.34989/san-2024-22.
• Boran Plong & Neil Maru, 2024, "What has been putting upward pressure on CORRA?," Staff Analytical Notes, Bank of Canada, number 2024-4, Mar, DOI: 10.34989/san-2024-4.
• Frida Adjalala & Felipe Alves & Hélène Desgagnés & Wei Dong & Dmitry Matveev & Laure Simon, 2024, "Assessing the US and Canadian neutral rates: 2024 update," Staff Analytical Notes, Bank of Canada, number 2024-9, Apr, DOI: 10.34989/san-2024-9.
• Frida Adjalala & Felipe Alves & Hélène Desgagnés & Wei Dong & Dmitry Matveev & Laure Simon, 2024, "Évaluation des taux neutres aux États-Unis et au Canada : mise à jour de 2024," Staff Analytical Notes, Bank of Canada, number 2024-9fr, Apr, DOI: 10.34989/san-2024-9.
• Pablo A. Aguilar & Mario Alloza & James Costain & Samuel Hurtado & Jaime Martínez-Martín, 2024, "El efecto de los programas de compras de activos del Banco Central Europeo en las cuentas públicas de España," Occasional Papers, Banco de España, number 2409, Mar, DOI: https://doi.org/10.53479/36252.
• Pablo A. Aguilar & Mario Alloza & James Costain & Samuel Hurtado & Jaime Martínez-Martín, 2024, "The effect of the European Central Bank’s asset purchase programmes on Spain’s public finances," Occasional Papers, Banco de España, number 2409, Mar, DOI: https://doi.org/10.53479/36254.
• Ricardo Barahona & María Rodríguez-Moreno, 2024, "Estimating the OIS term premium with analyst expectation surveys," Occasional Papers, Banco de España, number 2410, Mar, DOI: https://doi.org/10.53479/36253.
• Jesús Fernández-Villaverde & Joël Marbet & Galo Nuño & Omar Rachedi, 2024, "Inequality and the zero lower bound," Working Papers, Banco de España, number 2407, Feb, DOI: https://doi.org/10.53479/36133.
• José-Elías Gallegos, 2024, "HANK beyond FIRE: Amplification, forward guidance, and belief shocks," Working Papers, Banco de España, number 2418, May, DOI: https://doi.org/10.53479/36653.
• Fernando Cerezo & Pablo Girón & María T. González-Pérez & Roberto Pascual, 2024, "The impact of sovereign debt purchase programms. A case study: the Spanish-to-Portuguese bond yield spread," Working Papers, Banco de España, number 2422, Jun, DOI: https://doi.org/10.53479/36797.
• Simone Auer & Nicola Branzoli & Giuseppe Ferrero & Antonio Ilari & Francesco Palazzo & Edoardo Rainone, 2024, "CBDC and the banking system," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 829, Feb.
• Marco Bernardini & Lara D'Arrigo & Alessandro Lin & Andrea Tiseno, 2024, "Real interest rates and the ECB's monetary policy stance," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 857, Jun.
• Patrizia Ceccacci & Barbara Mazzetta & Stefano Nobili & Filippo Perazzoli & Mattia Persico, 2024, "Money market rate stabilization systems over the last 20 years: the role of the minimum reserve requirement," Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems), Bank of Italy, Directorate General for Markets and Payment System, number 46, Mar.
• Marco Lo Duca & Diego Moccero & Fabio Parlapiano, 2024, "The impact of macroeconomic and monetary policy shocks on the default risk of the euro-area corporate sector," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1460, Jul.
• Carlos Alba & Julio A. Carrillo & Raúl Ibarra, 2024, "Information Effects of US Monetary Policy Announcements on Emerging Economies: Evidence from Mexico," Working Papers, Banco de México, number 2024-14, Sep.
• Bibiana Taboada-Arango & Mauricio Villamizar-Villegas, 2024, "Mitos y realidades de la política monetaria," Books, Banco de la Republica de Colombia, number 2024-isbn9789586644884, ISBN: ARRAY(0x79707788), DOI: 10.32468/Ebook.664-488-4.
• Bibiana Taboada-Arango & Mauricio Villamizar-Villegas, 2024, "Mitos y realidades de la política monetaria," Books, Banco de la Republica de Colombia, number 2024-isbn:9789586644884, ISBN: ARRAY(0x8895f140), June, DOI: 10.32468/Ebook.664-488-4.
• Anne Duquerroy & Klodiana Istrefi & Sarah Mouabbi, 2024, "Interest Rate Uncertainty and Firm Decisions," Working papers, Banque de France, number 940.
• Jens Christensen & Sarah Mouabbi, 2024, "The Natural Rate of Interest in the Euro Area: Evidence from Inflation-Indexed Bonds," Working papers, Banque de France, number 948.
• Jean Barthélemy & Seonghoon Cho & Magali Marx, 2024, "A Unified Approach to Determinacy Conditions with Regime Switching," Working papers, Banque de France, number 972.
• Stéphane Dupraz & Anna Rogantini Picco, 2024, "Fiscal Requirements for Price Stability When Households are Not Ricardian," Working papers, Banque de France, number 981.
• Gianluca Benigno & Boris Hofmann & Galo Nuño Barrau & Damiano Sandri, 2024, "Quo vadis, r*? The natural rate of interest after the pandemic," BIS Quarterly Review, Bank for International Settlements, March.
• Jesús Fernández-Villaverde & Joël Marbet & Galo Nuño Barrau & Omar Rachedi, 2024, "Inequality and the zero lower bound," BIS Working Papers, Bank for International Settlements, number 1160, Jan.
• Tobias Adrian & Gaston Gelos & Nora Lamersdorf & Emanuel Moench, 2024, "The asymmetric and persistent effects of Fed policy on global bond yields," BIS Working Papers, Bank for International Settlements, number 1195, Jul.
• Kirill Anikeev, 2024, "Heterogeneous Banking System Under a Negative Interest Rate Policy," Russian Journal of Money and Finance, Bank of Russia, volume 83, issue 2, pages 77-91, June.
• Andrey Sinyakov, 2024, "Monetary Policy in an Era of Transformation: A Review of ECB Forum on Central Banking," Russian Journal of Money and Finance, Bank of Russia, volume 83, issue 3, pages 92-105, September.
• Nadezhda Ivanova & Andrey Sinyakov & Konstantin Styrin, 2024, "Reassessing the Effectiveness and Transmission of Monetary Policy: Review of the Jackson Hole Economic Policy Symposium," Russian Journal of Money and Finance, Bank of Russia, volume 83, issue 4, pages 119-144, December.
• Anna Burova & Tatiana Grishina & Natalia Makhankova, 2024, "Measurement of auxiliary indicators of aggregate interest rates on loans to non-financial organisations," Bank of Russia Working Paper Series, Bank of Russia, number wps137, Nov.
• Svetlana Popova & Natalia Turdyeva, 2024, "Environmental and Climate Factors of Corporate Lending in Russia," Bank of Russia Working Paper Series, Bank of Russia, number wps143, Dec.
• Christopher D. Cotton, 2024, "Debt, deficits and interest rates," Economica, London School of Economics and Political Science, volume 91, issue 363, pages 911-943, July, DOI: 10.1111/ecca.12521.
• Firmin Doko Tchatoka & Qazi Haque, 2024, "Revisiting the Macroeconomic Effects of Monetary Policy Shocks," The Economic Record, The Economic Society of Australia, volume 100, issue 329, pages 234-259, June, DOI: 10.1111/1475-4932.12801.
• Michael Bauer & Mikhail Chernov, 2024, "Interest Rate Skewness and Biased Beliefs," Journal of Finance, American Finance Association, volume 79, issue 1, pages 173-217, February, DOI: 10.1111/jofi.13276.
• Francesca Barbiero & Glenn Schepens & Jean‐David Sigaux, 2024, "Liquidation Value and Loan Pricing," Journal of Finance, American Finance Association, volume 79, issue 1, pages 95-128, February, DOI: 10.1111/jofi.13291.
• David O. Lucca & Jonathan H. Wright, 2024, "The Narrow Channel of Quantitative Easing: Evidence from YCC Down Under," Journal of Finance, American Finance Association, volume 79, issue 2, pages 1055-1085, April, DOI: 10.1111/jofi.13307.
• Ricardo J. Caballero & Alp Simsek, 2024, "Monetary Policy and Asset Price Overshooting: A Rationale for the Wall/Main Street Disconnect," Journal of Finance, American Finance Association, volume 79, issue 3, pages 1719-1753, June, DOI: 10.1111/jofi.13343.
• Patrick Augustin & Mikhail Chernov & Lukas Schmid & Dongho Song, 2024, "The Term Structure of Covered Interest Rate Parity Violations," Journal of Finance, American Finance Association, volume 79, issue 3, pages 2077-2114, June, DOI: 10.1111/jofi.13336.
• Dirk Niepelt, 2024, "Money and Banking with Reserves and CBDC," Journal of Finance, American Finance Association, volume 79, issue 4, pages 2505-2552, August, DOI: 10.1111/jofi.13357.
• Filippo Busetto, 2024, "Asymmetric expectations of monetary policy," Bank of England working papers, Bank of England, number 1058, Feb.
• Laura Coroneo & Iryna Kaminska & Sergio Pastorello, 2024, "Across the borders, above the bounds: a non-linear framework for international yield curves," Bank of England working papers, Bank of England, number 1062, Feb.
• Michael Joyce & Andras Lengyel, 2024, "The yield curve impact of government debt issuance surprises and the implications for QT," Bank of England working papers, Bank of England, number 1097, Nov.
• Isabelle Roland & Yukiko Saito & Philip Schnattinger, 2024, "Forbearance lending as a crisis management tool: evidence from Japan," Bank of England working papers, Bank of England, number 1102, Dec.
• Shogo Nakano & Yu Sugioka & Hiroki Yamamoto, 2024, "Recent Developments in Measuring the Natural Rate of Interest," Bank of Japan Working Paper Series, Bank of Japan, number 24-E-12, Oct.