Printed from https://ideas.repec.org/j/E43-55.html
Research classified by Journal of Economic Literature (JEL) codes
Top JEL
/ E: Macroeconomics and Monetary Economics
/ / E4: Money and Interest Rates
/ / / E43: Interest Rates: Determination, Term Structure, and Effects
This JEL code is mentioned in the following RePEc Biblio entries:
- Shoora B. Paudyal, 2013, "Do Budget Deficits Raise Interest Rates in Nepal?," NRB Economic Review, Nepal Rastra Bank, Economic Research Department, volume 25, issue 1, pages 51-66, April.
- Athanasios Geromichalos & Lucas Herrenbrueck, 2022, "The Liquidity-Augmented Model of Macroeconomic Aggregates: A New Monetarist DSGE Approach," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 45, pages 134-167, July, DOI: 10.1016/j.red.2021.05.002.
- Chien-Chiang Wang, 2023, "Asset Market Frictions, Household Heterogeneity, and the Liquidity Theory of the Term Structure," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 47, pages 67-99, January, DOI: 10.1016/j.red.2022.01.001.
- Satyajit Chatterjee & Burcu Eyigungor, 2023, "The Firm Size-Leverage Relationship and Its Implications for Entry and Business Concentration," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 48, pages 132-157, April, DOI: 10.1016/j.red.2022.04.002.
- Athanasios Geromichalos & Lucas Herrenbrueck & Sukjoon Lee, 2023, "The Strategic Determination of the Supply of Liquid Assets," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 49, pages 1-36, July, DOI: 10.1016/j.red.2022.08.003.
- Giovanni Callegari & Ramon Marimon & Adrien Wicht & Luca Zavalloni, 2023, "On a Lender of Last Resort with a Central Bank and a Stability Fund," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 50, pages 106-130, October, DOI: 10.1016/j.red.2023.07.012.
- Burkhard Raunig & Martin Scheicher, None, "A value-at-risk analysis of credit default swaps," Journal of Risk, Journal of Risk.
- Marc Henrard, None, "Skewed Libor market model and Gaussian HJM explicit approaches to rolled deposit options," Journal of Risk, Journal of Risk.
- W.H.J. Hassink & M. van Leuvensteijn, 2003, "Price-settings and Price Dispersion in the Dutch Mortgage Market," Working Papers, Utrecht School of Economics, number 03-07.
- C.J.M. Kool & S. Rosenkranz & M. Middeldorp, 2007, "Listening Without Understanding: Central Bank Transparency, Financial Markets and the Crowding Out of Private Information," Working Papers, Utrecht School of Economics, number 07-19.
- W.H.J. Hassink & M. van Leuvensteijn, 2009, "The Importance of Income and Housing Wealth Constraints for Future Residential Mobility," Working Papers, Utrecht School of Economics, number 09-05, Apr.
- C.J.M. Kool & D.L. Thornton, 2012, "How Effective Is Central Bank Forward Guidance?," Working Papers, Utrecht School of Economics, number 12-05.