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November 23, 2014
 

The Search found 11 of 13818 documents sorted by Date with the following criteria:
Subject/Keyword: term structure

 
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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: 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
 
7. 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 |
 
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
 

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