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November 23, 2014

The search found 11 of 12897 documents sorted by Date with the following criteria:
Subject / Keyword: term structure

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1.

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 1, 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

 

2.

Title: Risk Sharing and Financial Contagion in Asia: An Asset Price Perspective
Author/Editor: Rungcharoenkitkul, Phurichai
Series: Working Paper No. 11/242
Published: October 1, 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

 

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 1, 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 1, 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 1, 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 1, 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 1, 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 1, 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 1, 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 1, 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 1, 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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