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

2012

• Oliveira, Luís & Curto, José Dias & Nunes, João Pedro, 2012, "The determinants of sovereign credit spread changes in the Euro-zone," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 2, pages 278-304, DOI: 10.1016/j.intfin.2011.09.007.
• Toyoshima, Yuki & Tamakoshi, Go & Hamori, Shigeyuki, 2012, "Asymmetric dynamics in correlations of treasury and swap markets: Evidence from the US market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 2, pages 381-394, DOI: 10.1016/j.intfin.2011.12.002.
• Arghyrou, Michael G. & Kontonikas, Alexandros, 2012, "The EMU sovereign-debt crisis: Fundamentals, expectations and contagion," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 4, pages 658-677, DOI: 10.1016/j.intfin.2012.03.003.
• Vergote, Olivier & Puigvert Gutiérrez, Josep Maria, 2012, "Interest rate expectations and uncertainty during ECB Governing Council days: Evidence from intraday implied densities of 3-month EURIBOR," Journal of Banking & Finance, Elsevier, volume 36, issue 10, pages 2804-2823, DOI: 10.1016/j.jbankfin.2012.06.014.
• Yallup, Peter J., 2012, "Models of the yield curve and the curvature of the implied forward rate function," Journal of Banking & Finance, Elsevier, volume 36, issue 1, pages 121-135, DOI: 10.1016/j.jbankfin.2011.06.010.
• Byrne, Joseph P. & Fazio, Giorgio & Fiess, Norbert, 2012, "Interest rate co-movements, global factors and the long end of the term spread," Journal of Banking & Finance, Elsevier, volume 36, issue 1, pages 183-192, DOI: 10.1016/j.jbankfin.2011.07.002.
• Afonso, António & Martins, Manuel M.F., 2012, "Level, slope, curvature of the sovereign yield curve, and fiscal behaviour," Journal of Banking & Finance, Elsevier, volume 36, issue 6, pages 1789-1807, DOI: 10.1016/j.jbankfin.2012.02.004.
• Carriero, Andrea & Kapetanios, George & Marcellino, Massimiliano, 2012, "Forecasting government bond yields with large Bayesian vector autoregressions," Journal of Banking & Finance, Elsevier, volume 36, issue 7, pages 2026-2047, DOI: 10.1016/j.jbankfin.2012.03.008.
• Cubillas, Elena & Fonseca, Ana Rosa & González, Francisco, 2012, "Banking crises and market discipline: International evidence," Journal of Banking & Finance, Elsevier, volume 36, issue 8, pages 2285-2298, DOI: 10.1016/j.jbankfin.2012.04.011.
• León, Ángel & Sebestyén, Szabolcs, 2012, "New measures of monetary policy surprises and jumps in interest rates," Journal of Banking & Finance, Elsevier, volume 36, issue 8, pages 2323-2343, DOI: 10.1016/j.jbankfin.2012.04.014.
• Conway, Patrick, 2012, "The exchange rate as nominal anchor: A test for Ukraine," Journal of Comparative Economics, Elsevier, volume 40, issue 3, pages 438-456, DOI: 10.1016/j.jce.2012.02.005.
• Sarno, Lucio & Schneider, Paul & Wagner, Christian, 2012, "Properties of foreign exchange risk premiums," Journal of Financial Economics, Elsevier, volume 105, issue 2, pages 279-310, DOI: 10.1016/j.jfineco.2012.01.005.
• Chernov, Mikhail & Mueller, Philippe, 2012, "The term structure of inflation expectations," Journal of Financial Economics, Elsevier, volume 106, issue 2, pages 367-394, DOI: 10.1016/j.jfineco.2012.06.004.
• Resnick, Bruce G., 2012, "Investor yield and gross underwriting spread comparisons among U.S. dollar domestic, Yankee, Eurodollar, and global bonds," Journal of International Money and Finance, Elsevier, volume 31, issue 2, pages 445-463, DOI: 10.1016/j.jimonfin.2011.12.005.
• Bernoth, Kerstin & Erdogan, Burcu, 2012, "Sovereign bond yield spreads: A time-varying coefficient approach," Journal of International Money and Finance, Elsevier, volume 31, issue 3, pages 639-656, DOI: 10.1016/j.jimonfin.2011.10.006.
• Maltritz, Dominik, 2012, "Determinants of sovereign yield spreads in the Eurozone: A Bayesian approach," Journal of International Money and Finance, Elsevier, volume 31, issue 3, pages 657-672, DOI: 10.1016/j.jimonfin.2011.10.010.
• Bernoth, Kerstin & von Hagen, Jürgen & Schuknecht, Ludger, 2012, "Sovereign risk premiums in the European government bond market," Journal of International Money and Finance, Elsevier, volume 31, issue 5, pages 975-995, DOI: 10.1016/j.jimonfin.2011.12.006.
• Chevapatrakul, Thanaset & Kim, Tae-Hwan & Mizen, Paul, 2012, "Monetary information and monetary policy decisions: Evidence from the euroarea and the UK," Journal of Macroeconomics, Elsevier, volume 34, issue 2, pages 326-341, DOI: 10.1016/j.jmacro.2012.01.002.
• Lindenberg, Nannette & Westermann, Frank, 2012, "Common trends and common cycles among interest rates of the G7-countries," Journal of Macroeconomics, Elsevier, volume 34, issue 4, pages 1125-1140, DOI: 10.1016/j.jmacro.2012.06.006.
• Abbassi, Puriya & Linzert, Tobias, 2012, "The effectiveness of monetary policy in steering money market rates during the financial crisis," Journal of Macroeconomics, Elsevier, volume 34, issue 4, pages 945-954, DOI: 10.1016/j.jmacro.2012.06.004.
• Arghyrou, Michael G. & Gadea, Maria Dolores, 2012, "The single monetary policy and domestic macro-fundamentals: Evidence from Spain," Journal of Policy Modeling, Elsevier, volume 34, issue 1, pages 16-34, DOI: 10.1016/j.jpolmod.2011.09.002.
• Rocha, Manuel Duarte, 2012, "Interest rate pass-through in Portugal: Interactions, asymmetries and heterogeneities," Journal of Policy Modeling, Elsevier, volume 34, issue 1, pages 64-80, DOI: 10.1016/j.jpolmod.2011.07.010.
• Wang, Zijun, 2012, "The causal structure of bond yields," The Quarterly Review of Economics and Finance, Elsevier, volume 52, issue 1, pages 93-102, DOI: 10.1016/j.qref.2012.01.002.
• Malikane, Christopher & Mokoka, Tshepo, 2012, "Monetary policy credibility: A Phillips curve view," The Quarterly Review of Economics and Finance, Elsevier, volume 52, issue 3, pages 266-271, DOI: 10.1016/j.qref.2012.05.002.
• Putnam, Bluford H. & Azzarello, Samantha, 2012, "A Bayesian interpretation of the Federal Reserve's dual mandate and the Taylor Rule," Review of Financial Economics, Elsevier, volume 21, issue 3, pages 111-119, DOI: 10.1016/j.rfe.2012.06.005.
• Ana Paula Martins, 2012, "On Depth and Retrospect: “I Forget, and Forgive – but I Discount”," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 55, issue 3, pages 1-45.
• Leo Krippner, 2012, "Modifying Gaussian term structure models when interest rates are near the zero lower bound (this is a revised version of CAMA working paper 36/2011)," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2012-05, Feb.
• Leo Krippner, 2012, "A theoretical foundation for the Nelson and Siegel class of yield curve models," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2012-11, Mar.
• Leo Krippner, 2012, "Measuring the stance of monetary policy in zero lower bound environments," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2012-35, Jul.
• Mueller, Philippe & Vedolin, Andrea & Yen, Yu-Min, 2012, "Bond variance risk premia," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119053, Jan.
• Christopher Martin & Costas Milas, 2012, "Quantitative Easing: a Sceptical Survey," Department of Economics Working Papers, University of Bath, Department of Economics, number 2/12.
• Jacek Kotłowski & Michał Brzoza-Brzezina, 2012, "Measuring the Natural Yield Curve," EcoMod2012, EcoMod, number 4197, Jul.
• José Luis Oreiro & Luiz Fernando de Paula & Guilherme Jonas Costa da Silva & Rafael Quevedo do Amaral, 2012, "Why interest rates are so high in Brazil? An empirical evaluation," Brazilian Journal of Political Economy, Center of Political Economy, volume 32, issue 4, pages 557-579.
• José Villacís González, 2012, "El modelo de la determinación de la renta, el interés y el dinero en Germán Bernácer," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 79, issue 01, pages 317-344.
• Melo, Luis Fernando & Granados, Joan Camilo, 2012, "Expectativas y prima por riesgo inflacionario con una medida de compensación a la inflación," El Trimestre Económico, Fondo de Cultura Económica, volume 79, issue 316, pages 839-864, octubre-d, DOI: http://dx.doi.org/10.20430/ete.v79i.
• Morten Balling & David T. Llewellyn (ed.), 2012, "New Paradigms in Monetary Theory and Policy?," SUERF Studies, SUERF - The European Money and Finance Forum, number 2012/1, ISBN: ARRAY(0x7f2ee1b0), May.
• Sotirios Theodoropoulos, 2012, "Borrowing Cost as a Crucial Factor for Sustainable Fiscal Consolidation & for Exiting the Current Crisis," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1, pages 141-154.
• Vladislav Damjanovic, 2012, "Endogeneous Risk in Monopolistic Competition," Discussion Papers, University of Exeter, Department of Economics, number 1208.
• Andrea Bellucci & Ilario Favaretto & Germana Giombini, 2012, "Imprese innovative ed accesso al credito. Un?indagine empirica," ARGOMENTI, FrancoAngeli Editore, volume 2012, issue 36, pages 5-27.
• Vincenzo Maffeo, 2012, "Il ruolo della BCE nella crisi economica in Europa," STUDI ECONOMICI, FrancoAngeli Editore, volume 2012, issue 107, pages 65-83.
• Andreas Fuster & Paul S. Willen, 2012, "Payment size, negative equity, and mortgage default," Public Policy Discussion Paper, Federal Reserve Bank of Boston, number 12-10.
• César Calderón & Roberto Duncan & Klaus Schmidt-Hebbel, 2012, "Do good institutions promote counter-cyclical macroeconomic policies?," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 118.
• Eric T. Swanson & John C. Williams, 2012, "Measuring the effect of the zero lower bound on medium- and longer-term interest rates," Working Paper Series, Federal Reserve Bank of San Francisco, number 2012-02.
• Michael D. Bauer & Christopher J. Neely, 2012, "International channels of the Fed’s unconventional monetary policy," Working Paper Series, Federal Reserve Bank of San Francisco, number 2012-12.
• William B. English & Skander J. van den Heuvel & Egon Zakrajšek, 2012, "Interest rate risk and bank equity valuations," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2012-26.
• Samuel Hanson & Jeremy C. Stein, 2012, "Monetary policy and long-term real rates," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2012-46.
• Michael T. Kiley, 2012, "The aggregate demand effects of short- and long-term interest rates," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2012-54.
• Andrea Ajello & Luca Benzoni & Olena Chyruk, 2012, "Core and 'Crust': Consumer Prices and the Term Structure of Interest Rates," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2014-11, Dec.
• Andre Kurmann & Christopher Otrok, 2012, "News shocks and the slope of the term structure of interest rates," Working Papers, Federal Reserve Bank of St. Louis, number 2012-011, DOI: 10.20955/wp.2012.011.
• Daniel L. Thornton, 2012, "Monetary policy: why money matters, and interest rates don’t," Working Papers, Federal Reserve Bank of St. Louis, number 2012-020, DOI: 10.20955/wp.2012.020.
• Michael D. Bauer & Christopher J. Neely, 2012, "International channels of the Fed’s unconventional monetary policy," Working Papers, Federal Reserve Bank of St. Louis, number 2012-028, DOI: 10.20955/wp.2012.028.
• Kartik B. Athreya & Juan M. Sanchez & Xuan S. Tam & Eric Young, 2012, "Bankruptcy and delinquency in a model of unsecured debt," Working Papers, Federal Reserve Bank of St. Louis, number 2012-042, DOI: 10.20955/wp.2012.042.
• Clemens J. M. Kool & Daniel L. Thornton, 2012, "How effective is central bank forward guidance?," Working Papers, Federal Reserve Bank of St. Louis, number 2012-063, DOI: 10.20955/wp.2012.063.
• Isabel Correia & Emmanuel Farhi & Juan Pablo Nicolini & Pedro Teles, 2012, "Unconventional fiscal policy at the zero bound," Working Papers, Federal Reserve Bank of Minneapolis, number 698.
• Gara M. dup Afonso & Ricardo Lagos, 2012, "Trade dynamics in the market for federal funds," Staff Reports, Federal Reserve Bank of New York, number 549, Feb.
• Michael Abrahams & Tobias Adrian & Richard K. Crump & Emanuel Moench, 2012, "Decomposing real and nominal yield curves," Staff Reports, Federal Reserve Bank of New York, number 570.
• Andreas Fuster & Paul S. Willen, 2012, "Payment size, negative equity, and mortgage default," Staff Reports, Federal Reserve Bank of New York, number 582.
• Philippe Mueller & Andrea Vedolin & Yu-min Yen, 2012, "Bond Variance Risk Premia," FMG Discussion Papers, Financial Markets Group, number dp699, Jan.
• Mikhail Khromov & Alexey Vedev, 2012, "Development of the Banking Sector in Russia in 2011," Published Papers, Gaidar Institute for Economic Policy, number 122, revised 2012.
• Tiziana Assenza & Domenico Delli Gatti, 2012, "E Pluribus Unum: Macroeconomic Modelling for Multi-agent Economies," GREDEG Working Papers, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France, number 2012-08, Oct.
• Pelin Oge Guney & Erdinc Telatar & Mubariz Hasanov, 2012, "Time Series Behaviour of the Real Interest Rates in Transition Economies," Hacettepe University Department of Economics Working Papers, Hacettepe University, Department of Economics, number 20125.
• Jean-Bernard Chatelain & Bruno Tinel & Karim Azizi & Nicolas Canry, 2012, "Are the No-Ponzi Game and the Transversality Conditions Relevant for Public Debt? A Keynesian Appraisal," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00686788.
• Jean-Bernard Chatelain & Bruno Tinel & Karim Azizi & Nicolas Canry, 2012, "Are the No-Ponzi Game and the Transversality Conditions Relevant for Public Debt? A Keynesian Appraisal," Post-Print, HAL, number hal-00686788.
• Miguel Casares & Jean-Christophe Poutineau, 2012, "Investissement, contraintes financières et fluctuations macroéconomiques," Post-Print, HAL, number halshs-00739005, DOI: 10.3917/reco.635.0935.
• Robert W. Dimand & Rebeca Gomez Betancourt, 2012, "Retrospectives : Irving Fisher's "Appreciation and interest" (1896) and the Fisher relation," Post-Print, HAL, number halshs-00749692, DOI: 10.1257/jep.26.4.185.
• Jean-Bernard Chatelain & Bruno Tinel & Karim Azizi & Nicolas Canry, 2012, "Are the No-Ponzi Game and the Transversality Conditions Relevant for Public Debt? A Keynesian Appraisal," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-00686788.
• Jean Barthélemy & Magali Marx, 2012, "Generalizing the Taylor Principle: New Comment," Sciences Po Economics Publications (main), HAL, number hal-03461113, Oct.
• Jean Barthélemy & Magali Marx, 2012, "Generalizing the Taylor Principle: New Comment," Working Papers, HAL, number hal-03461113, Oct.
• Grégory Levieuge & Yannick Lucotte, 2012, "A simple Empirical Measure of Central Bank's Conservatism," Working Papers, HAL, number halshs-00827680, May.
• Tom Holden & Michael Paetz, 2012, "Efficient Simulation of DSGE Models with Inequality Constraints," Quantitative Macroeconomics Working Papers, Hamburg University, Department of Economics, number 21207b, Jul.
• Fricke, Christoph, 2012, "Expected and unexpected bond excess returns: Macroeconomic and market microstructure effects," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-493, Feb.
• Ceri Davies & Max Gillman & Michal Kejak, 2012, "Deriving the Taylor Principle when the Central Bank Supplies Money," CERS-IE WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 1225, Jul.
• Ravn, Søren Hove, 2012, "Rules versus Dictation: A Taylor Rule for Denmark," Nationaløkonomisk tidsskrift, Nationaløkonomisk Forening, volume 2012, issue 1, pages 21-41.
• Holmberg, Ulf, 2012, "Error Corrected Disequilibrium," Umeå Economic Studies, Umeå University, Department of Economics, number 837, Feb.
• Holmberg, Ulf, 2012, "Essays on Credit Markets and Banking," Umeå Economic Studies, Umeå University, Department of Economics, number 840, Mar.
• Hara, Chiaki, 2012, "Heterogeneous impatience and dynamic inconsistency," CIS Discussion paper series, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University, number 557, May.
• Takamizawa, Hideyuki & 髙見澤, 秀幸, 2012, "Predicting Interest Rate Volatility: Using Information on the Yield Curve," Working Paper Series, Hitotsubashi University Center for Financial Research, number G-1-3, Feb.
• Qaisar Abbas & Javid Iqbal & Ayaz, 2012, "Relationship Between GDP, Inflation and Real Interest Rate with Exchange Rate Fluctuation of African Countries," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, volume 2, issue 3, pages 132-141, July.
• Kai Daniel Schmid & Michael Schmidt, 2012, "EMU and the Renaissance of Sovereign Credit Risk Perception," IAW Discussion Papers, Institut für Angewandte Wirtschaftsforschung (IAW), number 87, Jun.
• Krishna M. Kasibhatla, 2012, "Integration of Key Worldwide Money Market Interest Rates and the Federal Funds Rate: An Empirical Investigation," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 6, issue 4, pages 125-138.
• Mei-Mei Kuo & Shih-Wen Tai & Bing-Huei Lin, 2012, "Forecasting Term Structure of HIBOR Swap Rates," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 6, issue 4, pages 87-100.
• Ana Filipa Dias & António Portugal Duarte, 2012, "Euro Integration Reserve Currency?," Book Chapters, Institute of Economic Sciences, chapter 8, in: João Sousa Andrade & Marta C. N. Simões & Ivan Stosic & Dejan Eric & Hasan Hanic, "Managing Structural Changes - Trends and Requirements".
• Moura, Marcelo L. & Gaião, Rafael Ladeira, 2012, "Impact of macroeconomic surprises on the brazilian yield curve and expected inflation," Insper Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa, number wpe_288, Oct.
• Márcio Laurini, 2012, "A Hybrid Data Cloning Maximum Likelihood Estimator for Stochastic Volatility Models," IBMEC RJ Economics Discussion Papers, Economics Research Group, IBMEC Business School - Rio de Janeiro, number 2012-02, Mar.
• Márcio Laurini & João Frois Caldeira, 2012, "Some Comments on a Macro-Finance Model with Stochastic Volatility," IBMEC RJ Economics Discussion Papers, Economics Research Group, IBMEC Business School - Rio de Janeiro, number 2012-04, Apr.
• Gollier, Christian, 2012, "Asset pricing with uncertain betas: A long-term perspective," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 752, Nov.
• Gollier, Christian, 2012, "Evaluation of long-dated investments under uncertain growth trend, volatility and catastrophes," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 754, Nov, revised Sep 2015.
• Ascarya, 2012, "Alur Transmisi Dan Efektifitas Kebijakan Moneter Ganda Di Indonesia," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 14, issue 3, pages 283-315, January, DOI: https://doi.org/10.21098/bemp.v14i3.
• Ascarya, 2012, "Transmission Channel And Effectiveness Of Dual Monetary Policy In Indonesia," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 14, issue 3, pages 269-298, January, DOI: https://doi.org/10.21098/bemp.v14i3.
• Mehmet ORHAN & Ramazan ALPAY, 2012, "Towards a more objective credit rating," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 27, issue 317, pages 115-136.
• Richard Finlay & Sebastian Wende, 2012, "Estimating Inflation Expectations with a Limited Number of Inflation-Indexed Bonds," International Journal of Central Banking, International Journal of Central Banking, volume 8, issue 2, pages 111-142, June.
• Michael Ehrmann & David Sondermann, 2012, "The News Content of Macroeconomic Announcements: What if Central Bank Communication Becomes Stale?," International Journal of Central Banking, International Journal of Central Banking, volume 8, issue 3, pages 1-53, September.
• Jens H.E. Christensen & Jose A. Lopez & Glenn D. Rudebusch, 2012, "Extracting Deflation Probability Forecasts from Treasury Yields," International Journal of Central Banking, International Journal of Central Banking, volume 8, issue 4, pages 21-60, December.
• Carlos Garcia & Andrés Sagner, 2012, "Exceso de Toma de Riesgo Crediticio en Chile," ILADES-UAH Working Papers, Universidad Alberto Hurtado/School of Economics and Business, number inv280, Mar.
• Kentaro Kikuchi, 2012, "Design and Estimation of a Quadratic Term Structure Model with a Mixture of Normal Distributions," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 12-E-08, Jun.
• Mr. Camilo E Tovar Mora & Mr. Pedro Castro & Gustavo Adler, 2012, "Does Central Bank Capital Matter for Monetary Policy?," IMF Working Papers, International Monetary Fund, number 2012/060, Feb.
• Ms. Sonali Jain-Chandra & Ms. Filiz D Unsal, 2012, "The Effectiveness of Monetary Policy Transmission Under Capital Inflows: Evidence from Asia," IMF Working Papers, International Monetary Fund, number 2012/265, Nov.
• Mr. Tigran Poghosyan, 2012, "Long-Run and Short-Run Determinants of Sovereign Bond Yields in Advanced Economies," IMF Working Papers, International Monetary Fund, number 2012/271, Nov.
• Hugo Eduardo Ramirez J. & Liliana Blanco Castañeda, 2012, "Optimización de Portafolios con Capital en Riesgo Acotado," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 7, issue 2, pages 211-231, Julio-Dic.
• César Calderón & Roberto Duncan & Klaus Schmidt-Hebbel, 2012, "Do Good Institutions Promote Counter-Cyclical Macroeconomic Policies?," Documentos de Trabajo, Instituto de Economia. Pontificia Universidad Católica de Chile., number 419.
• Peter Claeys & Borek Vašícek, 2012, "“Measuring Sovereign Bond Spillover in Europe and the Impact of Rating News”," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 201219, Nov, revised Nov 2012.
• Sylvanus Ikhide & Olalekan Yinusa, 2012, "Why is the Cost of Financial Intermediation Rising in Botswana?," Journal of Developing Areas, Tennessee State University, College of Business, volume 46, issue 1, pages 183-209, January-J.
• Cristina Duhnea & Silvia Ghita-Mitrescu & Diane Paula Corina Vancea, 2012, "Euro Adoption – The Illusion Of The Monetary Integration Of Romania," CES Working Papers, Centre for European Studies, Alexandru Ioan Cuza University, volume 4, issue 2, pages 152-163, June.
• Francesco Audrino, 2012, "What Drives Short Rate Dynamics? A Functional Gradient Descent Approach," Computational Economics, Springer;Society for Computational Economics, volume 39, issue 3, pages 315-335, March, DOI: 10.1007/s10614-011-9310-y.
• Ali Al-Eyd & Stephen Hall, 2012, "Financial crisis, effective policy rules and bounded rationality in a New Keynesian framework," Economic Change and Restructuring, Springer, volume 45, issue 1, pages 25-44, February, DOI: 10.1007/s10644-011-9108-x.
• Christian Aßmann & Jens Boysen-Hogrefe, 2012, "Determinants of government bond spreads in the euro area: in good times as in bad," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 39, issue 3, pages 341-356, August, DOI: 10.1007/s10663-011-9171-6.
• Jens Klose, 2012, "Political business cycles and monetary policy revisited–an application of a two-dimensional asymmetric Taylor reaction function," International Economics and Economic Policy, Springer, volume 9, issue 3, pages 265-295, September, DOI: 10.1007/s10368-012-0213-8.
• Angelo Baglioni, 2012, "Liquidity Crunch in the Interbank Market: Is it Credit or Liquidity Risk, or Both?," Journal of Financial Services Research, Springer;Western Finance Association, volume 41, issue 1, pages 1-18, April, DOI: 10.1007/s10693-011-0110-2.
• Andrew Young, 2012, "The time structure of production in the US, 2002–2009," The Review of Austrian Economics, Springer;Society for the Development of Austrian Economics, volume 25, issue 2, pages 77-92, June, DOI: 10.1007/s11138-011-0158-0.
• Gerald O’Driscoll & Douglas Rasmussen, 2012, "Did Hayek have a monetary theory of business cycles?," The Review of Austrian Economics, Springer;Society for the Development of Austrian Economics, volume 25, issue 3, pages 255-262, September, DOI: 10.1007/s11138-011-0162-4.
• William Luther & Alexander Salter, 2012, "Monetary equilibrium and price stickiness reconsidered: A reply to Bagus and Howden," The Review of Austrian Economics, Springer;Society for the Development of Austrian Economics, volume 25, issue 3, pages 263-269, September, DOI: 10.1007/s11138-012-0184-6.
• Andreas Dietrich, 2012, "Explaining loan rate differentials between small and large companies: evidence from Switzerland," Small Business Economics, Springer, volume 38, issue 4, pages 481-494, May, DOI: 10.1007/s11187-010-9273-8.
• Miki Seko & Kazuto Sumita & Jiro Yoshida, 2012, "Downward-Sloping Term Structure of Lease Rates: A Puzzle," Keio/Kyoto Joint Global COE Discussion Paper Series, Keio/Kyoto Joint Global COE Program, number 2011-042, Mar.
• Alberto Montagnoli & Oreste Napolitano & Boriss Siliverstovs, 2012, "Regional interest rate pass-through in Italy," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 12-308, Aug, DOI: 10.3929/ethz-a-007349785.
• Hiroshi Nishi, 2012, "Varieties of Economic Growth Regimes, Types of Macroeconomic Policies, and Policy Regime: A Post-Keynesian Analysis," Discussion papers, Graduate School of Economics Project Center, Kyoto University, number e-12-008, Nov.
• Marcin Jaskowski & Michael McAleer, 2012, "Estimating implied recovery rates from the term structure of CDS spreads," KIER Working Papers, Kyoto University, Institute of Economic Research, number 836, Dec.
• Grégory LEVIEUGE & Yannick LUCOTTE, 2012, "A Simple Empirical Measure of Central Bank' Conservatism," LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans, number 2258.
• Gollier, Christian, 2012, "Evaluation of long-dated investments under uncertain growth trend, volatility and catastrophes," LERNA Working Papers, LERNA, University of Toulouse, number 12.28.385, Nov.
• Patrick Brämer & Horst Gischer & Toni Richter & Mirko Weiß, 2012, "Diverse Degrees of Competition within the EMU and their Implications for Monetary Policy," FEMM Working Papers, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management, number 120010, Mar.
• Matthias Neuenkirch & Peter Tillmann, 2012, "Inflation Targeting, Credibility, and Non-Linear Taylor Rules," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201235.
• Tobias Caris & Bernd Hayo, 2012, "Female Labour Force Participation in Arab Countries: The Role of Identity," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201241.
• Matthias Neuenkirch, 2012, "Establishing a Hawkish Reputation: Interest Rate Setting by Newly Appointed Central Bank Governors," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201246.
• George W. Evans & Seppo Honkapohja & Kaushik Mitra, 2012, "Does Ricardian Equivalence Hold When Expectations Are Not Rational?," Journal of Money, Credit and Banking, Blackwell Publishing, volume 44, issue 7, pages 1259-1283, October, DOI: j.1538-4616.2012.00531.x.
• James D. Hamilton & Jing Cynthia Wu, 2012, "The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment," Journal of Money, Credit and Banking, Blackwell Publishing, volume 44, issue , pages 3-46, February, DOI: j.1538-4616.2011.00477.x.
• RUGE-MURCIA, Francisco J., 2012, "Skewness Risk and Bond Prices," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2012-14.
• Francisco Ruge-Murcia, 2012, "Skewness Risk and Bond Prices," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 17-2012.
• Lieven Baele & Geert Bekaert & Koen Inghelbrecht & Min Wei, 2012, "Flights to Safety," Working Paper Research, National Bank of Belgium, number 230, Oct.
• Michał Brzoza-Brzezina & Jacek Kotłowski, 2012, "Measuring the natural yield curve," NBP Working Papers, Narodowy Bank Polski, number 108.
• Hideaki Hirata & M. Ayhan Kose & Christopher Otrok & Marco E. Terrones, 2012, "Global House Price Fluctuations: Synchronization and Determinants," NBER Chapters, National Bureau of Economic Research, Inc, "NBER International Seminar on Macroeconomics 2012".
• Marvin Goodfriend & Robert G. King, 2013, "The Great Inflation Drift," NBER Chapters, National Bureau of Economic Research, Inc, "The Great Inflation: The Rebirth of Modern Central Banking".
• James D. Hamilton & Jing Cynthia Wu, 2012, "Identification and Estimation of Gaussian Affine Term Structure Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 17772, Jan.
• Lars E.O. Svensson, 2012, "Practical Monetary Policy: Examples from Sweden and the United States," NBER Working Papers, National Bureau of Economic Research, Inc, number 17823, Feb.
• Charles W. Calomiris & Doron Nissim, 2012, "Crisis-Related Shifts in the Market Valuation of Banking Activities," NBER Working Papers, National Bureau of Economic Research, Inc, number 17868, Feb.
• Philippe Aghion & Emmanuel Farhi & Enisse Kharroubi, 2012, "Monetary Policy, Liquidity, and Growth," NBER Working Papers, National Bureau of Economic Research, Inc, number 18072, May.
• Hideaki Hirata & M. Ayhan Kose & Christopher Otrok & Marco E. Terrones, 2012, "Global House Price Fluctuations: Synchronization and Determinants," NBER Working Papers, National Bureau of Economic Research, Inc, number 18362, Sep.
• Martin L. Weitzman, 2012, "Rare Disasters, Tail-Hedged Investments, and Risk-Adjusted Discount Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 18496, Oct.
• Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard, 2012, "Purchasing Power Parity between the UK and the Euro Area," Working Papers, University of Nevada, Las Vegas , Department of Economics, number 1208, Aug.
• Gennady Bilych, 2012, "Are There Laws of Production?," Macroeconomics, Socionet, number bilych_gennady.85552-011, Aug.
• Kajal Lahiri & George Monokroussos & Yongchen Zhao, 2012, "The yield spread puzzle and the information content of SPF forecasts," Discussion Papers, University at Albany, SUNY, Department of Economics, number 12-04.
• Leo Krippner, 2012, "Modifying Gaussian term structure models when interest rates are near the zero lower bound," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2012/02, Mar.
• Leo Krippner, 2012, "Measuring the stance of monetary policy in zero lower bound environments," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2012/04, Oct.
• Croitoru Lucian, 2012, "La ce e bună o inflaţie mai mare? Să eviţi capcana lichidităţii sau să scapi din ea," Revista OEconomica, Romanian Society for Economic Science, Revista OEconomica, issue 01, March.
• Birman Andrei, 2012, "Schimbările culturale ale postmodernităţii şi posibilele efecte ale acestora asupra inflaţiei," Revista OEconomica, Romanian Society for Economic Science, Revista OEconomica, issue 02, June.
• Olteanu Dan, 2012, "Evidenţe empirice privind cauzele declinului exportului european," Revista OEconomica, Romanian Society for Economic Science, Revista OEconomica, issue 03, September.
• Halmi Mirela, 2012, "The Correlation Between The Exchange Rate And The Direct Foreign Investments," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 809-815, July.
• Trenca Ioan & Mutu Simona & Petria Nicolae, 2012, "Analyzing The European Market Of Interest Rate Swap Indices," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 2, pages 614-619, December.
• Yuichi Fukuta & Hiroshi Nakaota, 2012, "An Empirical Study on Stabilities of the Predictive Role of the Yield Spread for Future Economic Activity and the Monetary Policy Stance in Japan," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 12-17, Sep.
• Francis Breedon & Jagjit S. Chadha & Alex Waters, 2012, "The financial market impact of UK quantitative easing," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, volume 28, issue 4, pages 702-728, WINTER.
• Christopher Martin & Costas Milas, 2012, "Quantitative easing: a sceptical survey," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, volume 28, issue 4, pages 750-764, WINTER.
• Xavier Gabaix, 2012, "Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 127, issue 2, pages 645-700.
• Jean-Sébastien Fontaine & René Garcia, 2012, "Bond Liquidity Premia," The Review of Financial Studies, Society for Financial Studies, volume 25, issue 4, pages 1207-1254.
• Bucur Iulia Andreea & Stângaciu Oana Ancuþa, 2012, "Some Critical Aspects on Monetary Maastricht Convergence Criteria," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 159-164, May.
• Giovanni Caggiano & Luciano Greco, 2012, "Fiscal and Financial Determinants of Eurozone Sovereign Spreads," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0148, Jul.
• Gabriel Pérez Quirós & Hugo Rodríguez Mendizábal, 2012, "Asymmetric Standing Facilities: An Unexploited Monetary Policy Tool," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, volume 60, issue 1, pages 43-74, April.
• Martin Bodenstein & Luca Guerrieri & Lutz Kilian, 2012, "Monetary Policy Responses to Oil Price Fluctuations," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, volume 60, issue 4, pages 470-504, December.
• Adam Waszkowski, 2012, "The Monetary Transmission Mechanism In Polish Economy," Oeconomia Copernicana, Institute of Economic Research, volume 3, issue 3, pages 21-35, September, DOI: 10.12775/OeC.2012.013.
• Coralia Emilia Popa, 2012, "Monetary Aggregates - Instrument of the Policy Promoted by the National Bank of Romania," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, volume 12, issue 4, pages 211-218.
• David ARISTEI & Manuela Gallo, 2012, "The Drivers of Household Over-Indebtedness and Delinquency on Mortgage Loans: Evidence from Italian Microdata," Quaderni del Dipartimento di Economia, Finanza e Statistica, Università di Perugia, Dipartimento Economia, number 105/2012, Sep.
• David ARISTEI & Manuela Gallo, 2012, "Interest Rate Pass-Through in the Euro Area during the Financial Crisis: a Multivariate Regime-Switching Approach," Quaderni del Dipartimento di Economia, Finanza e Statistica, Università di Perugia, Dipartimento Economia, number 107/2012, Oct.
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• Hamadi, Hassan & Awdeh, Ali, 2012, "The Determinants of Bank Net Interest Margin: Evidence from the Lebanese Banking Sector," MPRA Paper, University Library of Munich, Germany, number 119121.
• Jiménez Sotelo, Renzo, 2012, "Políticas para la gestión de activos y pasivos soberanos: Una propuesta para el Tesoro del Perú
  [Policies for sovereign asset and liability management: A proposal for the Treasury of Peru]," MPRA Paper, University Library of Munich, Germany, number 119895, Dec.
• Soylu, Ali & Durmaz, Nazif, 2012, "Profitability of Interest-free vs. Interest-based Banks in Turkey," MPRA Paper, University Library of Munich, Germany, number 36376, Jan.
• Calcagnini, Giorgio & Farabullini, Fabio & Giombini, Germana, 2012, "The impact of the recent financial crisis on bank loan interest rates and guarantees," MPRA Paper, University Library of Munich, Germany, number 36682, Feb.
• Seko, Miki & Sumita, Kazuto & Yoshida, Jiro, 2012, "Downward-sloping term structure of lease rates: a puzzle," MPRA Paper, University Library of Munich, Germany, number 37395, Feb.
• Lanne, Markku & Saikkonen, Pentti, 2012, "Supplementary appendix to "noncausal vector autoregression"," MPRA Paper, University Library of Munich, Germany, number 37732.
• Levieuge, Grégory & Lucotte, Yannick, 2012, "A simple empirical measure of central banks' conservatism," MPRA Paper, University Library of Munich, Germany, number 38424, Apr.
• Nath, Golaka, 2012, "Indian corporate bonds market –an analytical prospective," MPRA Paper, University Library of Munich, Germany, number 38992, May.
• Kitov, Ivan, 2012, "Why price inflation in developed countries is systematically underestimated," MPRA Paper, University Library of Munich, Germany, number 39059, May.
• Nath, Golaka, 2012, "Estimating term structure changes using principal component analysis in Indian sovereign bond market," MPRA Paper, University Library of Munich, Germany, number 39229, Jun.
• Petreski, Marjan & Jovanovic, Branimir, 2012, "New Approach to Analyzing Monetary Policy in China," MPRA Paper, University Library of Munich, Germany, number 40497.
• D'Agostino, Antonello & Ehrmann, Michael, 2012, "The pricing of G7 sovereign bond spreads – the times, they are a-changin," MPRA Paper, University Library of Munich, Germany, number 40604, Aug.
• Dechert, Andreas, 2012, "Variance Ratio Testing for Fractional Cointegration in Presence of Trends and Trend Breaks," MPRA Paper, University Library of Munich, Germany, number 41044, Sep.
• Ye, Xiaoxia, 2012, "Market expectations of the short rate and the term structure of interest rates: a new perspective from the classic model," MPRA Paper, University Library of Munich, Germany, number 41093, Aug.
• Gabrisch, Hubert & Orlowski, Lucjan T. & Pusch, Toralf, 2012, "Sovereign default Risk in the Euro-Periphery and the Euro-Candidate Countries," MPRA Paper, University Library of Munich, Germany, number 41265, Sep.
• Marco, Bianchetti & Mattia, Carlicchi, 2012, "Interest Rates After The Credit Crunch: Multiple-Curve Vanilla Derivatives and SABR," MPRA Paper, University Library of Munich, Germany, number 42248, Mar.
• Kakarot-Handtke, Egmont, 2012, "Make a bubble, take a free lunch, break a bank," MPRA Paper, University Library of Munich, Germany, number 42996, Dec.
• Antonakakis, Nikolaos, 2012, "Dynamic Correlations of Sovereign Bond Yield Spreads in the Euro zone and the Role of Credit Rating Agencies' Downgrades," MPRA Paper, University Library of Munich, Germany, number 43013.
• Muto, Ichiro, 2012, "A Simple Interest Rate Model with Unobserved Components: The Role of the Interbank Reference Rate," MPRA Paper, University Library of Munich, Germany, number 43220, Dec.
• Jayaraman, T.K. & Choong, Chee-Keong, 2012, "Implications of Excess Liquidity in Fiji’s Banking System: An Empirical Study," MPRA Paper, University Library of Munich, Germany, number 43505, Aug.
• Wang, Di & Zhou, Ang & Wang, Dong, 2012, "The change of the value of the RMB and its influences on China," MPRA Paper, University Library of Munich, Germany, number 43733, Jul.
• Mirdala, Rajmund, 2012, "Interest Rates Determination and Crisis Puzzle (Empirical Evidence from the European Transition Economies)," MPRA Paper, University Library of Munich, Germany, number 43756, Dec.
• Bianchetti, Marco & Carlicchi, Mattia, 2012, "Markets Evolution After the Credit Crunch," MPRA Paper, University Library of Munich, Germany, number 44023, Dec.
• Yun, Tack & Kim, Jinsook & Ko, Eunmi, 2012, "The Role of Bounded Rationality in Macro-Finance Affine Term-Structure Models," MPRA Paper, University Library of Munich, Germany, number 44212, Oct.
• Levieuge, Grégory & Lucotte, Yannick, 2012, "A simple empirical measure of central banks' conservatism," MPRA Paper, University Library of Munich, Germany, number 46836, Apr.
• Swamy, Vighneswara & S, Sreejesh, 2012, "Financial Instability, Uncertainty and Banks’ Lending Behaviour," MPRA Paper, University Library of Munich, Germany, number 47518.