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

2014

• Michael Ehrmann & Michael Ziegelmeyer, 2014, "Household Risk Management and Actual Mortgage Choice in the Euro Area," BCL working papers, Central Bank of Luxembourg, number 84, Jan.
• Mark Setterfield, 2014, "Using Interest Rates as the Instrument of Monetary Policy: Beware Real effects, Positive Feedbacks, and Discontinuities," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, volume 1, issue 70, pages 7-22, June.
• Javier Andrés & Óscar Arce & Carlos Thomas, 2014, "Structural reforms in a debt overhang," Working Papers, Banco de España, number 1421, Jul.
• Alfredo Martín Oliver & Sonia Ruano Pardo & Vicente Salas Fumás, 2014, "Productivity and welfare: an application to the Spanish banking industry," Working Papers, Banco de España, number 1426, Oct.
• Danilo Liberati, 2014, "An estimated DSGE model with search and matching frictions in the credit market," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 986, Oct.
• Giuseppe Grande & Sergio Masciantonio & Andrea Tiseno, 2014, "The interest-rate sensitivity of the demand for sovereign debt. Evidence from OECD countries (1995-2011)," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 988, Oct.
• Franz Hamann & Marc Hofstetter & Miguel Urrutia, 2014, "Inflation Targeting in Colombia, 2002-2012," Borradores de Economia, Banco de la Republica de Colombia, number 818, May, DOI: 10.32468/be.818.
• Alexander Guarín & José Fernando Moreno & Hernando Vargas, 2014, "An Empirical Analysis of the Relationship between US and Colombian Long-Term Sovereign Bond Yields," Borradores de Economia, Banco de la Republica de Colombia, number 822, May, DOI: 10.32468/be.822.
• Mauricio Villamizar, 2014, "Identifying the Effects of Simultaneous Monetary Policy Shocks. Fear of Floating under Inflation targeting," Borradores de Economia, Banco de la Republica de Colombia, number 835, Aug, DOI: 10.32468/be.835.
• Luis Eduardo Arango & Ximena Chavarro & Eliana González, 2014, "Commodity price shocks and inflation within an optimal monetary policy framework: the case of Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 858, Dec, DOI: 10.32468/be.858.
• Alexander Guarín & José Fernando Moreno & Hernando Vargas, 2014, "An Empirical Analysis of the Relationship between US and Colombian Long-Term Sovereign Bond Yields," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 32, issue 74, pages 68-86, June, DOI: 10.1016/S0120-4483(14)70028-4.
• Gilchrist, S. & Benoit Mojon, 2014, "Credit Risk in the Euro area," Working papers, Banque de France, number 482.
• Fulvio Pegoraro & Siegel, A. F. & Luca Tiozzo Pezzoli, 2014, "International Yield Curves and Principal Components Selection Techniques: An Empirical Assessment," Working papers, Banque de France, number 489.
• Fulvio Pegoraro & Siegel, A. F. & Luca Tiozzo Pezzoli, 2014, "Specification Analysis of International Treasury Yield Curve Factors," Working papers, Banque de France, number 490.
• C. Bortoli & L. Harreau & Cyril Pouvelle, 2014, "Determinants of OECD countries sovereign yields: safe havens, purgatory, and the damned," Working papers, Banque de France, number 494.
• Caroline Jardet & A. Monks, 2014, "Euro Area monetary policy shocks: impact on financial asset prices during the crisis?," Working papers, Banque de France, number 512.
• Jean-Paul Renne, 2014, "Fixed-Income Pricing in a Non-Linear Interest-Rate Model," Working papers, Banque de France, number 517.
• Jean-Paul Renne, 2014, "Options Embedded in ECB Targeted Refinancing Operations," Working papers, Banque de France, number 518.
• Sarah Mouabbi, 2014, "An arbitrage-free Nelson-Siegel term structure model with stochastic volatility for the determination of currency risk premia," Working papers, Banque de France, number 527.
• Miklos Vari, 2014, "Implementing monetary policy in a fragmented monetary union," Working papers, Banque de France, number 529.
• Andrew Scott & Elisa Faraglia & Rigas Oikonomou & Albert Marcet, 2015, "Government Debt Management: The Long and the Short of It (Plus Appendix)," Working Papers, Barcelona School of Economics, number 799, Sep.
• Alexander Guarín & José Fernando Moreno & Hernando Vargas, 2014, "An empirical analysis of the relationship between US and Colombian long-term sovereign bond yields," BIS Papers chapters, Bank for International Settlements, in: Bank for International Settlements, "The transmission of unconventional monetary policy to the emerging markets".
• Robert N McCauley & Patrick McGuire, 2014, "Non-US banks' claims on the Federal Reserve," BIS Quarterly Review, Bank for International Settlements, March.
• Claudio Borio, 2014, "The international monetary and financial system: its Achilles heel and what to do about it," BIS Working Papers, Bank for International Settlements, number 456, Aug.
• Claudio Borio & Harold James & Hyun Song Shin, 2014, "The international monetary and financial system: a capital account historical perspective," BIS Working Papers, Bank for International Settlements, number 457, Aug.
• Ferdi Botha & Gavin Keeton, 2014, "A Note on the (Continued) Ability of the Yield Curve to Forecast Economic Downturns in South Africa," South African Journal of Economics, Economic Society of South Africa, volume 82, issue 3, pages 468-473, September.
• Olav Syrstad, 2014, "The impact of the Term Auction Facility on the liquidity risk premium and unsecured interbank spreads," Working Paper, Norges Bank, number 2014/07, May.
• Peter N. Ireland, 2014, "Monetary Policy, Bond Risk Premia, and the Economy," Boston College Working Papers in Economics, Boston College Department of Economics, number 852, Feb.
• Rodrigo Guimarães, 2014, "Expectations, risk premia and information spanning in dynamic term structure model estimation," Bank of England working papers, Bank of England, number 489, Mar.
• Venetia Bell & Alice Pugh, 2014, "The Bank of England Credit Conditions Survey," Bank of England working papers, Bank of England, number 515, Nov.
• Sheheryar Malik & Andrew Meldrum, 2014, "Evaluating the robustness of UK term structure decompositions using linear regression methods," Bank of England working papers, Bank of England, number 518, Dec.
• Minoas Koukouritakis & Athanasios P. Papadopoulos & Andreas Yannopoulos, 2014, "Transmission effects in the presence of structural breaks: evidence from south-eastern European countries," Working Papers, Bank of Greece, number 172, Jan.
• Ki-Ho Kim, 2014, "An Empirical Analysis of Asymmetries in the Term Structure of Korean Government Bonds (in Korean)," Working Papers, Economic Research Institute, Bank of Korea, number 2014-12, Apr.
• Azamat Abdymomunov & Kyu Ho Kang & Ki Jeong Kim, 2014, "Forecasting the Term Structure of Government Bond Yields Using Credit Spreads and Structural Breaks," Working Papers, Economic Research Institute, Bank of Korea, number 2014-19, Jul.
• M. Falagiarda & W. D. Gregori, 2014, "Fiscal Policy Announcements of Italian Governments and Spread Reaction during the Sovereign Debt Crisis," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp961, Sep.
• Sonali Jain-Chandra & D. Filiz Unsal, 2014, "The effectiveness of monetary policy transmission under capital inflows: Evidence from Asia," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 14, issue 2, pages 96-103, June.
• Gerlach Stefan & Moretti Laura, 2014, "Monetary policy and TIPS yields before the crisis," The B.E. Journal of Macroeconomics, De Gruyter, volume 14, issue 1, pages 689-701, January, DOI: 10.1515/bejm-2012-0154.
• Catherine L. Mann & Oren Klachkin, 2014, "U.S. Treasury Auction Yields Before and During Quantitative Easing: Market Factors vs.Auction Specific Factors," Working Papers, Brandeis University, Department of Economics and International Business School, number 67, Jan.
• Robert A. Ritz & Ansgar Walther, 2014, "How do banks respond to increased funding uncertainty?," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1414, Jun.
• Dunne, Peter G. & Fleming, Michael J. & Zholos, Andrey, 2014, "ECB Monetary Operations and the Interbank Repo Market," Research Technical Papers, Central Bank of Ireland, number 09/RT/14, Aug.
• Lidija Barjaktarović & Maja Dimić & Dejan Ječmenica, 2014, "Assesment of the Interest Rates in the Serbian Banking Sector," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 3, issue 2, pages 21-35.
• Max Gillman & Michal Kejak & Michal Pakos, 2014, "Learning about Disaster Risk: Joint Implications for Consumption and Asset Prices," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp507, Feb.
• Nikolay Hristov & Oliver Hülsewig & Thomas Siemsen & Timo Wollmershäuser, 2014, "Smells Like Fiscal Policy? Assessing the Potential Effectiveness of the ECB's OMT Program," CESifo Working Paper Series, CESifo, number 4628.
• Gerhard Illing & Thomas Siemsen, 2014, "Forward Guidance in a Simple Model with a Zero Lower Bound," CESifo Working Paper Series, CESifo, number 4702.
• Christoph Trebesch & Jeromin Zettelmeyer, 2014, "ECB Interventions in Distressed Sovereign Debt Markets: The Case of Greek Bonds," CESifo Working Paper Series, CESifo, number 4731.
• Benjamin Born & Johannes Pfeifer, 2014, "Risk Matters: A Comment," CESifo Working Paper Series, CESifo, number 4793.
• Ingo G. Bordon & Kai D. Schmid & Michael Schmidt, 2014, "Hypnosis Before Wake-up Call?! The Revival of Sovereign Credit Risk Perception in the EMU-Crisis," CESifo Working Paper Series, CESifo, number 4946.
• Max Gillman & Michal Kejak & Michal Pakos, 2014, "Learning about Rare Disasters: Implications for Consumptions and Asset Prices," CEU Working Papers, Department of Economics, Central European University, number 2014_2, Mar.
• Andreia Teixeira Marques Dionísio & Paulo Jorge Silveira Ferreira, 2014, "Why does the Euro fail? The DCCA approach," CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal), number 2014_15.
• Gregory Thwaites, 2014, "Why are real interest rates so low? Secular stagnation and the relative price of investment goods," Discussion Papers, Centre for Macroeconomics (CFM), number 1428, Aug.
• Damián Romero & Luis Ceballos, 2014, "The Yield Curve Information Under Unconventional Monetary Policies," Working Papers Central Bank of Chile, Central Bank of Chile, number 732, Jul.
• Guido Lorenzoni & Ivan Werning, 2014, "Slow Moving Debt Crises," Levine's Working Paper Archive, David K. Levine, number 786969000000000939, Feb.
• Rodica Diana APAN & Simona SABOU, 2014, "Legal And Economic Perspectives On The Legal Penalty Interest," CrossCultural Management Journal, Fundația Română pentru Inteligența Afacerii, Editorial Department, issue 1, pages 7-20, May.
• Jan Filacek & Jakub Mateju, 2014, "Adverse Effects of Monetary Policy Signalling," Working Papers, Czech National Bank, Research and Statistics Department, number 2014/13, Dec.
• Franz Hamann & Marc Hofstetter & Miguel Urrutia, 2014, "Inflation Targeting in Colombia, 2002-2012," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 11007, Mar.
• Sebastian Gomez-Cardona, 2014, "Monetary Policy and Exchange Rate in a Structural VAR for a Small Open Economy," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE.
• Franz Hamann & Marc Hofstetter & Miguel Urrutia, 2014, "Inflation Targeting in Colombia, 2002-2012," Borradores de Economia, Banco de la Republica, number 11189, May.
• Alexander Guar�n & Jos� Fernando Moreno & Hernando Vargas, 2014, "An Empirical Analysis of the Relationship between US and Colombian Long-Term Sovereign Bond Yields?," Borradores de Economia, Banco de la Republica, number 11311, May.
• Mauricio Villamizar, 2014, "Identifying the Effects of Simultaneous Monetary Policy Shocks. Fear of Floating under Inflation targeting," Borradores de Economia, Banco de la Republica, number 12010, Aug.
• Luis Eduardo Arango & Ximena Chavarro & Eliana Gonz�lez, 2014, "Commodity price shocks and inflation within an optimal monetary policy framework: the case of Colombia," Borradores de Economia, Banco de la Republica, number 12380, Dec.
• Carlos Esteban Posada, 2014, "El dinero y la liquidez," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 32, issue 74, pages 36-51, DOI: 10.1016/S0120-4483(14)70026-0.
• Alexander Guarín & Jos� Fernando Moreno & Hernando Vargas, 2014, "An Empirical Analysis of the Relationship between US and Colombian Long-Term Sovereign Bond Yields," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 32, issue 74, pages 68-86, DOI: 10.1016/S0120-4483(14)70028-4.
• Marc Hofstetter & Franz Hamann & Miguel Urrutia, 2014, "Inflation Targeting in Colombia, 2002–12," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, volume 0, issue Fall 2014, pages 1-37.
• Born, Benjamin & Pfeifer, Johannes, 2014, "Risk Matters: A Comment," Dynare Working Papers, CEPREMAP, number 39, May.
• Marcet, Albert & Scott, Andrew & Faraglia, Elisa & Oikonomou, Rigas, 2014, "Government Debt Management: The Long and the Short of It," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10281, Dec.
• Gertler, Mark & Karadi, Peter, 2014, "Monetary Policy Surprises, Credit Costs and Economic Activity," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9824, Feb.
• Marcet, Albert & Scott, Andrew & Faraglia, Elisa, 2014, "Modelling Long Bonds - The Case of Optimal Fiscal Policy," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9965, May.
• Gilchrist, Simon & López-Salido, J David & Zakrajsek, Egon, 2014, "Monetary Policy and Real Borrowing Costs at the Zero Lower Bound," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9971, May.
• Tino Berger & Bernd Kempa, 2014, "Time-varying equilibrium rates in small open economies: Evidence for Canada," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 3414, Oct.
• Bellón, Carlos, 2014, "Bank Competition, Borrower Competition and Interest Rates," IC3JM - Estudios = Working Papers, Instituto Mixto Carlos III - Juan March de Ciencias Sociales (IC3JM), number id-14-03, Jun.
• Julián Andrada-Félix & Adrián Fernández-Pérez & Fernando Fernández-Rodríguez, 2014, "La estructura temporal de los tipos de interés: estrategias de negociación en renta fija," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 37, issue 105, pages 131-149, Septiembr.
• Baxa, Jaromír & Horváth, Roman & Vašíček, Bořek, 2014, "How Does Monetary Policy Change? Evidence On Inflation-Targeting Countries," Macroeconomic Dynamics, Cambridge University Press, volume 18, issue 3, pages 593-630, April.
• Richard J. Cebula, 2014, "Impact of Federal Government Budget Deficits on the Longer Term Real Interest Rate in the U.S.: Evidence Using Annual and Quarterly Data, 1960-2013," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot GmbH, Berlin, volume 60, issue 1, pages 23-40, DOI: 10.3790/aeq.60.1.23.
• Avouyi-Dovi, Sanvi (ed.), 2014, "Le système financier indien à l'épreuve de la crise," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/14810.
• Joscha Beckmann & Ansgar Belke & Christian Dreger, 2014, "The Relevance of International Spillovers and Asymmetric Effects in the Taylor Rule," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1416.
• Philipp Engler & Christoph Große Steffen, 2014, "Sovereign Risk, Interbank Freezes, and Aggregate Fluctuations," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1436.
• Carlo Altavilla & Domenico Giannone & Michèle Modugno, 2014, "Low Frequency Effects of Macroeconomic News on Government Bond Yields," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2014-34, Aug.
• Juan Equiza Goni, 2014, "Sovereign Debt Maturity and Debt-to GDP Dynamics in Six Euro Area Countries," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2014-44, Oct.
• Krylova, Elizaveta & Darracq Pariès, Matthieu & Moccero, Diego & Marchini, Claudia, 2014, "The retail bank interest rate pass-through: The case of the euro area during the financial and sovereign debt crisis," Occasional Paper Series, European Central Bank, number 155, Sep.
• Ehrmann, Michael & Ziegelmeyer, Michael, 2014, "Household risk management and actual mortgage choice in the euro area," Working Paper Series, European Central Bank, number 1631, Jan.
• Claeys, Peter & Vašíček, Bořek, 2014, "Measuring bilateral spillover and testing contagion on sovereign bond markets in Europe," Working Paper Series, European Central Bank, number 1666, Apr.
• Carboni, Giacomo, 2014, "Term premia implications of macroeconomic regime changes," Working Paper Series, European Central Bank, number 1694, Jul.
• Vogel, Edgar, 2014, "MRO bidding in the presence of LTROs: an empirical analysis of the pre-crisis period," Working Paper Series, European Central Bank, number 1753, Dec.
• English, William B. & Van den Heuvel, Skander J. & Zakrajsek, Egon, 2014, "Interest Rate Risk and Bank Equity Valuations," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 14-05, Apr.
• El Mehdi Ferrouhi, 2014, "Moroccan Banks Analysis Using CAMEL Model," International Journal of Economics and Financial Issues, Econjournals, volume 4, issue 3, pages 622-627.
• Gokcen Ogruk, 2014, "Is Implied Taylor Rule Interest Rate Applicable as a Carry Trade Strategy?," International Journal of Economics and Financial Issues, Econjournals, volume 4, issue 4, pages 909-919.
• Harun UCAK & Ilhan OZTURK & Alper ASLAN, 2014, "An Examination of Fisher Effect for Selected New EU Member States," International Journal of Economics and Financial Issues, Econjournals, volume 4, issue 4, pages 956-959.
• Jamilov, Rustam & Égert, Balázs, 2014, "Interest rate pass-through and monetary policy asymmetry: A journey into the Caucasian black box," Journal of Asian Economics, Elsevier, volume 31, issue , pages 57-70, DOI: 10.1016/j.asieco.2014.03.006.
• Djuranovik, Leslie, 2014, "The Indonesian macroeconomy and the yield curve: A dynamic latent factor approach," Journal of Asian Economics, Elsevier, volume 34, issue C, pages 1-15, DOI: 10.1016/j.asieco.2014.06.001.
• d'Albis, Hippolyte & Augeraud-Véron, Emmanuelle & Hupkes, Hermen Jan, 2014, "Bounded interest rate feedback rules in continuous-time," Journal of Economic Dynamics and Control, Elsevier, volume 39, issue C, pages 227-236, DOI: 10.1016/j.jedc.2013.12.002.
• Ellison, Martin & Tischbirek, Andreas, 2014, "Unconventional government debt purchases as a supplement to conventional monetary policy," Journal of Economic Dynamics and Control, Elsevier, volume 43, issue C, pages 199-217, DOI: 10.1016/j.jedc.2014.03.012.
• Hasman, Augusto & Samartín, Margarita & van Bommel, Jos, 2014, "Financial intermediation in an overlapping generations model with transaction costs," Journal of Economic Dynamics and Control, Elsevier, volume 45, issue C, pages 111-125, DOI: 10.1016/j.jedc.2014.05.012.
• Jouini, Elyès & Napp, Clotilde, 2014, "How to aggregate experts' discount rates: An equilibrium approach," Economic Modelling, Elsevier, volume 36, issue C, pages 235-243, DOI: 10.1016/j.econmod.2013.09.052.
• Danciulescu, Cristina, 2014, "Macroeconomic equilibrium and welfare under simple monetary and switching fiscal policy rules," Economic Modelling, Elsevier, volume 36, issue C, pages 58-68, DOI: 10.1016/j.econmod.2013.08.044.
• Ciccarone, Giuseppe & Giuli, Francesco & Liberati, Danilo, 2014, "Incomplete interest rate pass-through under credit and labor market frictions," Economic Modelling, Elsevier, volume 36, issue C, pages 645-657, DOI: 10.1016/j.econmod.2013.02.040.
• Al-Shboul, Mohammad & Anwar, Sajid, 2014, "Time-varying exchange rate exposure and exchange rate risk pricing in the Canadian Equity Market," Economic Modelling, Elsevier, volume 37, issue C, pages 451-463, DOI: 10.1016/j.econmod.2013.11.034.
• Duan, Qihong & Wei, Ying & Chen, Zhiping, 2014, "Relationship between the benchmark interest rate and a macroeconomic indicator," Economic Modelling, Elsevier, volume 38, issue C, pages 220-226, DOI: 10.1016/j.econmod.2014.01.002.
• Everaert, Gerdie, 2014, "A panel analysis of the fisher effect with an unobserved I(1) world real interest rate," Economic Modelling, Elsevier, volume 41, issue C, pages 198-210, DOI: 10.1016/j.econmod.2014.05.005.
• Koukouritakis, Minoas & Papadopoulos, Athanasios P. & Yannopoulos, Andreas, 2014, "Transmission effects in the presence of structural breaks: Evidence from South-Eastern European countries," Economic Modelling, Elsevier, volume 41, issue C, pages 298-311, DOI: 10.1016/j.econmod.2014.05.020.
• Moura, Marcelo L. & Gaião, Rafael L., 2014, "Impact of macroeconomic surprises on the Brazilian yield curve and expected inflation," The North American Journal of Economics and Finance, Elsevier, volume 27, issue C, pages 114-144, DOI: 10.1016/j.najef.2013.12.004.
• Pierdzioch, Christian & Rülke, Jan-Christoph, 2014, "Central banks’ interest rate projections and forecast coordination," The North American Journal of Economics and Finance, Elsevier, volume 28, issue C, pages 130-137, DOI: 10.1016/j.najef.2014.02.006.
• Lange, Ronald H., 2014, "The small open macroeconomy and the yield curve: A state-space representation," The North American Journal of Economics and Finance, Elsevier, volume 29, issue C, pages 1-21, DOI: 10.1016/j.najef.2014.04.002.
• Hamilton, James D. & Wu, Jing Cynthia, 2014, "Testable implications of affine term structure models," Journal of Econometrics, Elsevier, volume 178, issue P2, pages 231-242, DOI: 10.1016/j.jeconom.2013.08.024.
• Choi, Hwan-sik & Jeong, Minsoo & Park, Joon Y., 2014, "An asymptotic analysis of likelihood-based diffusion model selection using high frequency data," Journal of Econometrics, Elsevier, volume 178, issue P3, pages 539-557, DOI: 10.1016/j.jeconom.2013.08.036.
• Chen, Ying & Niu, Linlin, 2014, "Adaptive dynamic Nelson–Siegel term structure model with applications," Journal of Econometrics, Elsevier, volume 180, issue 1, pages 98-115, DOI: 10.1016/j.jeconom.2014.02.009.
• Gouriéroux, C. & Monfort, A. & Renne, J.P., 2014, "Pricing default events: Surprise, exogeneity and contagion," Journal of Econometrics, Elsevier, volume 182, issue 2, pages 397-411, DOI: 10.1016/j.jeconom.2014.05.005.
• Poghosyan, Tigran, 2014, "Long-run and short-run determinants of sovereign bond yields in advanced economies," Economic Systems, Elsevier, volume 38, issue 1, pages 100-114, DOI: 10.1016/j.ecosys.2013.07.008.
• Rubaszek, Michał & Serwa, Dobromił, 2014, "Determinants of credit to households: An approach using the life-cycle model," Economic Systems, Elsevier, volume 38, issue 4, pages 572-587, DOI: 10.1016/j.ecosys.2014.05.004.
• Csontó, Balázs, 2014, "Emerging market sovereign bond spreads and shifts in global market sentiment," Emerging Markets Review, Elsevier, volume 20, issue C, pages 58-74, DOI: 10.1016/j.ememar.2014.05.003.
• Ngene, Geoffrey M. & Kabir Hassan, M. & Alam, Nafis, 2014, "Price discovery process in the emerging sovereign CDS and equity markets," Emerging Markets Review, Elsevier, volume 21, issue C, pages 117-132, DOI: 10.1016/j.ememar.2014.08.004.
• Møller, Stig V., 2014, "GDP growth and the yield curvature," Finance Research Letters, Elsevier, volume 11, issue 1, pages 1-7, DOI: 10.1016/j.frl.2013.05.002.
• Chen, Son-Nan & Chiang, Mi-Hsiu & Hsu, Pao-Peng & Li, Chang-Yi, 2014, "Valuation of quanto options in a Markovian regime-switching market: A Markov-modulated Gaussian HJM model," Finance Research Letters, Elsevier, volume 11, issue 2, pages 161-172, DOI: 10.1016/j.frl.2013.09.002.
• Guidolin, Massimo & Orlov, Alexei G. & Pedio, Manuela, 2014, "Unconventional monetary policies and the corporate bond market," Finance Research Letters, Elsevier, volume 11, issue 3, pages 203-212, DOI: 10.1016/j.frl.2014.04.003.
• Vollmer, Uwe & Wiese, Harald, 2014, "Explaining breakdowns in interbank lending: A bilateral bargaining model," Finance Research Letters, Elsevier, volume 11, issue 3, pages 247-253, DOI: 10.1016/j.frl.2014.02.004.
• Chionis, Dionysios & Pragidis, Ioannis & Schizas, Panagiotis, 2014, "Long-term government bond yields and macroeconomic fundamentals: Evidence for Greece during the crisis-era," Finance Research Letters, Elsevier, volume 11, issue 3, pages 254-258, DOI: 10.1016/j.frl.2014.02.003.
• Kanas, Angelos, 2014, "Bond futures, inflation-indexed bonds, and inflation risk premium," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 28, issue C, pages 82-99, DOI: 10.1016/j.intfin.2013.09.007.
• Chen, Cathy Yi-Hsuan & Kuo, I-Doun & Chiang, Thomas C., 2014, "What explains deviations in the unbiased expectations hypothesis? Market irrationality vs. the peso problem," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 30, issue C, pages 172-190, DOI: 10.1016/j.intfin.2014.01.009.
• Valadkhani, Abbas, 2014, "Analysing interest rate mark-ups in the Australian mortgage market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 31, issue C, pages 343-361, DOI: 10.1016/j.intfin.2014.04.007.
• Uchino, Taisuke, 2014, "Bank deposit interest rate pass-through and geographical segmentation in Japanese banking markets," Japan and the World Economy, Elsevier, volume 30, issue C, pages 37-51, DOI: 10.1016/j.japwor.2014.02.003.
• Ikeda, Daisuke & Saito, Masashi, 2014, "The effects of demographic changes on the real interest rate in Japan," Japan and the World Economy, Elsevier, volume 32, issue C, pages 37-48, DOI: 10.1016/j.japwor.2014.07.005.
• Chadha, Jagjit S. & Waters, Alex, 2014, "Applying a macro-finance yield curve to UK quantitative Easing," Journal of Banking & Finance, Elsevier, volume 39, issue C, pages 68-86, DOI: 10.1016/j.jbankfin.2013.11.008.
• Sibbertsen, Philipp & Wegener, Christoph & Basse, Tobias, 2014, "Testing for a break in the persistence in yield spreads of EMU government bonds," Journal of Banking & Finance, Elsevier, volume 41, issue C, pages 109-118, DOI: 10.1016/j.jbankfin.2014.01.003.
• Claeys, Peter & Vašíček, Bořek, 2014, "Measuring bilateral spillover and testing contagion on sovereign bond markets in Europe," Journal of Banking & Finance, Elsevier, volume 46, issue C, pages 151-165, DOI: 10.1016/j.jbankfin.2014.05.011.
• D’Agostino, Antonello & Ehrmann, Michael, 2014, "The pricing of G7 sovereign bond spreads – The times, they are a-changin," Journal of Banking & Finance, Elsevier, volume 47, issue C, pages 155-176, DOI: 10.1016/j.jbankfin.2014.06.001.
• Hristov, Nikolay & Hülsewig, Oliver & Wollmershäuser, Timo, 2014, "The interest rate pass-through in the Euro area during the global financial crisis," Journal of Banking & Finance, Elsevier, volume 48, issue C, pages 104-119, DOI: 10.1016/j.jbankfin.2014.08.004.
• Leippold, Markus & Strømberg, Jacob, 2014, "Time-changed Lévy LIBOR market model: Pricing and joint estimation of the cap surface and swaption cube," Journal of Financial Economics, Elsevier, volume 111, issue 1, pages 224-250, DOI: 10.1016/j.jfineco.2013.08.016.
• Filipova, Kameliya & Audrino, Francesco & De Giorgi, Enrico, 2014, "Monetary policy regimes: Implications for the yield curve and bond pricing," Journal of Financial Economics, Elsevier, volume 113, issue 3, pages 427-454, DOI: 10.1016/j.jfineco.2014.05.006.
• Calomiris, Charles W. & Nissim, Doron, 2014, "Crisis-related shifts in the market valuation of banking activities," Journal of Financial Intermediation, Elsevier, volume 23, issue 3, pages 400-435, DOI: 10.1016/j.jfi.2014.05.002.
• Neuenkirch, Matthias & Tillmann, Peter, 2014, "Inflation targeting, credibility, and non-linear Taylor rules," Journal of International Money and Finance, Elsevier, volume 41, issue C, pages 30-45, DOI: 10.1016/j.jimonfin.2013.10.006.
• Yin, Weiwei & Li, Junye, 2014, "Macroeconomic fundamentals and the exchange rate dynamics: A no-arbitrage macro-finance approach," Journal of International Money and Finance, Elsevier, volume 41, issue C, pages 46-64, DOI: 10.1016/j.jimonfin.2013.10.004.
• Bauer, Michael D. & Neely, Christopher J., 2014, "International channels of the Fed's unconventional monetary policy," Journal of International Money and Finance, Elsevier, volume 44, issue C, pages 24-46, DOI: 10.1016/j.jimonfin.2013.12.007.
• Florackis, Chris & Kontonikas, Alexandros & Kostakis, Alexandros, 2014, "Stock market liquidity and macro-liquidity shocks: Evidence from the 2007–2009 financial crisis," Journal of International Money and Finance, Elsevier, volume 44, issue C, pages 97-117, DOI: 10.1016/j.jimonfin.2014.02.002.
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• Kohonen, Anssi, 2014, "Transmission of government default risk in the eurozone," Journal of International Money and Finance, Elsevier, volume 47, issue C, pages 71-85, DOI: 10.1016/j.jimonfin.2014.04.006.
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