Publications Search Results

May 19, 2013

The Search found 11 of 10933 documents sorted by Date with the following criteria:

Subject/Keyword: term structure

Results:  [New Search]   [Sort by Author]   [Sort by Title]

Page: 1

1. Title: Risk Sharing and Financial Contagion in Asia: An Asset Price Perspective   Author/Editor: Rungcharoenkitkul, Phurichai   Series: Working Paper No. 11/242   Published: October 01, 2011   Subject(s): Asia | Risk management | Asset prices | Interest rates | Bonds | Economic integration   Author's Keyword(s): financial integration | risk sharing | contagion | affine term structure model   2. Title: An Assessment of Estimates of Term Structure Models for the United States   Author/Editor: He, Ying ; Medeiros, Carlos I.   Series: Working Paper No. 11/247   Published: October 01, 2011   Subject(s): Economic models | Interest rate structures | United States   Author's Keyword(s): Term structure models | term structure of interest rates | yield curves | yields on U.S. Treasury securities   3. Title: Understanding Chinese Bond Yields and their Role in Monetary Policy   Author/Editor: Cassola, Nuno ; Porter, Nathan   Series: Working Paper No. 11/225   Published: September 01, 2011   Subject(s): Bond markets | Bonds | China | Interest rate structures | Monetary policy | China, People's Republic of   Author's Keyword(s): China | Monetary Policy | Bond Yields | Term Structure of Interest Rates   4. Title: On Brazil’s Term Structure: Stylized Facts and Analysis of Macroeconomic Interactions   Author/Editor: Alves, Luiz ; Cabral, Rodrigo ; Munclinger, Richard ; Rodriguez Waldo, Marco   Series: Working Paper No. 11/113   Published: May 01, 2011   Subject(s): Bonds | Brazil | Economic models | Interest rate structures | Interest rates | Public debt   Author's Keyword(s): Term structure models of interest rates | interest rates | yields on bonds | Brazil.   5. Title: The Dynamics of the Term Structure of Interest Rates in the United States in Light of the Financial Crisis of 2007-10   Author/Editor: Medeiros, Carlos I. ; Rodriguez Waldo, Marco   Series: Working Paper No. 11/84   Published: April 01, 2011   Subject(s): Bonds | Financial crisis | Global Financial Crisis 2008-2009 | Interest rate structures | Interest rates | United States   Author's Keyword(s): Term structure of interest rates | yield curve | U.S. Treasury security yields | interest rates | bond yields | United States | financial crisis   6. Title: Interpreting Currency Movements During the Crisis: What's the Role of Interest Rate Differentials?   Author/Editor: Dowling, Thomas ; Batini, Nicoletta   Series: Working Paper No. 11/14   Published: January 01, 2011   Subject(s): Currencies | Developed countries | Economic models | Emerging markets | Exchange rate adjustments | Exchange rates | Financial crisis | Global Financial Crisis 2008-2009 | Interest rates | Monetary policy   Author's Keyword(s): uncovered interest parity | UIP | financial crisis | term structure | interest rates | exchange rates |   7. Title: Exploration of the Brazilian Term Structure in a Hidden Markov Framework   Author/Editor: Munclinger, Richard   Series: Working Paper No. 11/22   Published: January 01, 2011   Subject(s): Bonds | Brazil | Economic models | Interest rates   Author's Keyword(s): Term Structure | Hidden Markov Models | MCMC | ATSM | Brazil   8. Title: On the Estimation of Term Structure Models and An Application to the United States   Author/Editor: Gasha, Jose Giancarlo ; He, Ying ; Medeiros, Carlos I. ; Rodriguez , Marco ; Salvati, Jean ; Yi, Jiangbo   Series: Working Paper No. 10/258   Published: November 01, 2010   Subject(s): Bonds | Economic models | Interest rate structures | Interest rates | United States   Author's Keyword(s): Term structure models of interest rates | interest rates | yields on bonds | United States   9. Title: Yield Curve Dynamics and Spillovers in Central and Eastern European Countries   Author/Editor: Hoffmaister, Alexander W. ; Roldos, Jorge ; Tuladhar, Anita   Series: Working Paper No. 10/51   Published: February 01, 2010   Subject(s): Central and Eastern Europe | Cross country analysis | Economic integration | Economic models | International bond markets | Regional shocks | Spillovers   Author's Keyword(s): Term structure of interest rates | financial markets and the macroeconomy | VAR   10. Title: Reserve Requirements, the Maturity Structure of Debt, and Bank Runs   Author/Editor: Al-Zein, Eza Ghassan   Series: Working Paper No. 08/108   Published: April 01, 2008   Subject(s): Reserve requirements | External debt | Bank regulations | Financial crisis | Loans | Central banks   Author's Keyword(s): Bank Runs | Capital Controls | Crises | External Debt | International Lending | Maturity | Reserve Requirements | Term Structure | Sudden Stops.   11. Title: The Corporate Spread Curve and Industrial Production in the United States   Author/Editor: Chan-Lau, Jorge A. ; Ivaschenko, Iryna V.   Series: Working Paper No. 02/8   Published: January 01, 2002   Subject(s): Economic forecasting | United States | Industrial production | Economic models   Author's Keyword(s): Investment grade bonds | corporate spreads | term structure | real activity | forecasting | GMM estimation | United States

Results:  [New Search] [Sort by Author] [Sort by Title]

Page: 1

How to Order