Global trends in interest rates
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- Del Negro, Marco & Giannone, Domenico & Giannoni, Marc P. & Tambalotti, Andrea, 2019. "Global trends in interest rates," Journal of International Economics, Elsevier, vol. 118(C), pages 248-262.
- Marco Del Negro & Domenico Giannone & Marc Giannoni & Andrea Tambalotti, 2018. "Global Trends in Interest Rates," NBER Chapters, in: NBER International Seminar on Macroeconomics 2018, pages 248-262, National Bureau of Economic Research, Inc.
- Marco Del Negro & Domenico Giannone & Marc P. Giannoni & Andrea Tambalotti, 2018. "Global Trends in Interest Rates," NBER Working Papers 25039, National Bureau of Economic Research, Inc.
- , 2019. "Global Trends in Interest Rates," Liberty Street Economics 20190227, Federal Reserve Bank of New York.
- Marco Del Negro & Andrea Tambalotti & Domenico Giannone & Marc Giannoni, 2019. "Global Trends in Interest Rates," 2019 Meeting Papers 77, Society for Economic Dynamics.
- Marco Del Negro & Domenico Giannone & Marc Giannoni & Andrea Tambalotti, 2018. "Global Trends in Interest Rates," Working Papers 1812, Federal Reserve Bank of Dallas.
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- Brand, Claus & Goy, Gavin W & Lemke, Wolfgang, 2020.
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VfS Annual Conference 2020 (Virtual Conference): Gender Economics
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- Claus Brand & Gavin Goy & Wolfgang Lemke, 2020. "Natural Rate Chimera and Bond Pricing Reality," DNB Working Papers 666, Netherlands Central Bank, Research Department.
- Beyer, Robert & Milivojevic, Lazar, 2021. "Dynamics and synchronization of global equilibrium interest rates," IMFS Working Paper Series 146, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
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- Enrique Martinez-Garcia, 2020. "Get the Lowdown: The International Side of the Fall in the U.S. Natural Rate of Interest," Globalization Institute Working Papers 403, Federal Reserve Bank of Dallas.
- Mohamed Belkhir & Sami Ben Naceur & Ralph Chami & Anis Semet, 2019. "Bank Capital and the Cost of Equity," IMF Working Papers 2019/265, International Monetary Fund.
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More about this item
Keywords
convenience yield; world interest rate; VAR with common trends; interest rate parity;All these keywords.
JEL classification:
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- F31 - International Economics - - International Finance - - - Foreign Exchange
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ETS-2018-09-24 (Econometric Time Series)
- NEP-MAC-2018-09-24 (Macroeconomics)
- NEP-MON-2018-09-24 (Monetary Economics)
- NEP-OPM-2018-09-24 (Open Economy Macroeconomics)
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