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Abdul Majid, Muhamed Zulkhibri (2011): Predicting Output and Inflation in Less Developed Financial Markets Using the Yield Curve: Evidence from Malaysia.
Alfaro, Rodrigo (2009): Estimación de la Curva de Rendimiento.
Alfaro, Rodrigo and Becerra, Juan Sebastian and Sagner, Andres (2010): Estimación de la estructura de tasas utilizando el modelo Dinámico Nelson Siegel: resultados para Chile y EEUU.
Antonakakis, Nikolaos (2012): Dynamic Correlations of Sovereign Bond Yield Spreads in the Euro zone and the Role of Credit Rating Agencies' Downgrades.
Arend, Mario (2007): An Analytical Solution for the Interest Rate Reaction Function in a Neo- Keynesian Economy Using the Undetermined Coefficients Method.
Aziz, Farooq and Mahmud, Muhammad and Karim, Emadul (2008): An Analytical Review of Different Concepts of Riba (Interest) in the Sub-Continent. Published in: KASBIT Business Journal No. 1(1): (31. December 2008): pp. 36-43.
Azizi, Karim and Canry, Nicolas and Chatelain, Jean-Bernard and Tinel, Bruno (2013): Government Solvency, Austerity and Fiscal Consolidation in the OECD: A Keynesian Appraisal of Transversality and No Ponzi Game Conditions.
Bandholz, Harm and Clostermann, Joerg and Seitz, Franz (2007): Explaining the US Bond Yield Conundrum.
Bednarik, Radek (2008): Covered Interest Rate Parity: The Case of the Czech Republic. Published in: MEKON 2008, CD příspěvků X. ročníku mezinárodní konference Ekonomické fakulty, VŠB-TU Ostrava No. 1 (20. February 2008)
Belongia, Michael and Hinich, Melvin (2009): The evolving role and definition of the federal funds rate in the conduct of U.S. monetary policy.
Berument, Hakan and Togay, Selahattin and Sahin, Afsin (2011): Identifying the Liquidity Effects of Monetary Policy Shocks For a Small Open Economy: Turkey. Published in: Open Economies Review , Vol. 22, No. 4 (September 2011): pp. 649-667.
Bianchetti, Marco (2008): Two Curves, One Price :Pricing & Hedging Interest Rate Derivatives Decoupling Forwarding and Discounting Yield Curves.
Bianchetti, Marco and Carlicchi, Mattia (2012): Markets Evolution After the Credit Crunch.
Brzoza-Brzezina, Michal and Kot, Adam (2008): The Relativity Theory Revisited: Is Publishing Interest Rate Forecasts Really so Valuable?
Calcagnini, Giorgio and Farabullini, Fabio and Giombini, Germana (2012): The impact of the recent financial crisis on bank loan interest rates and guarantees.
Carrera, Jorge Eduardo and Cusolito, Ana Paula and Féliz, Mariano and Panigo, Demian (2001): An econometric approach to macroeconomic risk. A cross country study.
Chmielewski, Tomasz (2003): Interest rate pass-through in the Polish banking sector and bank-specific financial disturbances.
Cinquegrana, Giuseppe and Sarno, Domenico (2010): The yield curve and the prediction on the business cycle: a VAR analysis for the European Union.
D'Agostino, Antonello and Ehrmann, Michael (2012): The pricing of G7 sovereign bond spreads – the times, they are a-changin.
Dai, Meixing (2009): On the role of money growth targeting under inflation targeting regime.
Dai, Meixing (2011): Quantitative and credit easing policies at the zero lower bound on the nominal interest rate.
Dai, Meixing (2003): Une note sur la règle du taux d’intérêt et le rôle de la courbe LM.
Das, Rituparna (2010): Indian G-Sec Market II: Anatomy of Short Rates.
Das, Rituparna (2009): Indian G-Sec Market: How the Term Structure Reacts to Monetary Policy.
De Koning, Kees (2013): The United Kingdom: Economic Growth, a Draft Master Plan.
De Koning, Kees (2013): An income gap theory and its effects on unemployment and economic growth.
Dechert, Andreas (2012): Variance Ratio Testing for Fractional Cointegration in Presence of Trends and Trend Breaks.
Delis, Manthos D and Hasan, Iftekhar and Mylonidis, Nikolaos (2011): The risk-taking channel of monetary policy in the USA: Evidence from micro-level data.
Delis, Manthos D and Kouretas, Georgios (2010): Interest rates and bank risk-taking.
Dewachter, Hans and Iania, Leonardo (2009): An Extended Macro-Finance Model with Financial Factors.
Dewachter, Hans and Iania, Leonardo (2009): An Extended Macro-Finance Model with Financial Factors.
Dewachter, Hans and Iania, Leonardo and Lyrio, Marco (2011): A New-Keynesian model of the yield curve with learning dynamics: A Bayesian evaluation.
Di Maggio, Marco (2010): The Political Economy of the Yield Curve.
Douch, Mohamed (2001): Déterminants empiriques du taux de change Canada/´Etats-Unis dans une perspective de court et de long terme.
Dramani, Latif and Laye, Oumy (2007): Estimation of the Equilibrium Interest Rate: Case of CFA zone.
d'Albis, Hippolyte and Augeraud-Véron, Emmanuelle and Hupkes, Hermen Jan (2013): Bounded Interest Rate Feedback Rules in Continuous-Time.
Ege, Yazgan and Huseyin, Kaya (2010): Has inflation targeting increased predictive power of term structure about future inflation: evidence from an emerging market ?
El Qalli, Yassine (2009): Term Structure Equations Under Benchmark Framework.
Forte, Antonio (2010): Some empirical evidence of the euro area monetary policy.
Gabrisch, Hubert and Orlowski, Lucjan T. and Pusch, Toralf (2012): Sovereign default Risk in the Euro-Periphery and the Euro-Candidate Countries.
Gogas, Periklis and Chionis, Dionisios and Pragkidis, Ioannis (2009): Predicting European Union recessions in the euro era: The yield curve as a forecasting tool of economic activity.
Gogas, Periklis and Pragkidis, Ioannis (2010): The interest rate spread as a forecasting tool of greek industrial production. Forthcoming in: International Journal of Business Policy and Economics
Gonzalez-Astudillo, Manuel (2009): An Equilibrium Model of the Term Structure of Interest Rates: Recursive Preferences at Play.
González, Manuel (2004): La Curva de Retorno y el Modelo C-CAPM: Evidencia para Chile.
Grabowski, Szymon (2008): What does a financial system say about future economic growth?
Grum, Andraž and Dolenc, Primož (2001): The analysis of factors that determine the level of interest rates paid on treasury bills in Slovenia. Published in: Economic Trends and Economic Policy , Vol. 11, No. 88 (11. October 2001): pp. 52-76.
Hasan, Mohammad Monirul (2008): The macroeconomic determinants of remittances in Bangladesh.
Hein, Eckhard (1994): Investition, Finanzierung und Sparen: einige Implikationen der Keynes-Robertson-Kontroverse über den "Revolving Fund". Published in: Diskussionspapiere zur Politischen Ökonomie No. 1/1994 (1994)
Hein, Eckhard (2004): Money, credit and the interest rate in Marx's economic. On the similarities of Marx's monetary analysis to Post-Keynesian economics. Published in: International Papers in Political Economy , Vol. 11, No. 2 (2004): pp. 1-43.
Hein, Eckhard (2010): The rate of interest as a macroeconomic distribution parameter: Horizontalism and Post-Keynesian models of distribution of growth. Published in: Institute for International Political Economy Working Paper No. 7/2010 (June 2010)
Henrard, Marc (2006): Bonds futures and their options: more than the cheapest-to-deliver; quality option and marginning.
Henrard, Marc (2006): Bonds futures: Delta? No gamma!
Henrard, Marc (2007): CMS swaps in separable one-factor Gaussian LLM and HJM model.
Henrard, Marc (2007): Skewed Libor Market Model and Gaussian HJM explicit approaches to rolled deposit options.
Henrard, Marc (2006): TIPS Options in the Jarrow-Yildirim model. Published in: Risk , Vol. 16(2), No. March 2006 (March 2006): pp. 82-83.
Henrard, Marc (2007): The irony in the derivatives discounting.
Henriksen, Espen and Kydland, Finn and Sustek, Roman (2008): The High Cross-Country Correlations of Prices and Interest Rates.
Hernandez-Verme, Paula and Wang, Wen-Yao (2009): Multiple Reserve Requirements, Exchange Rates, Sudden Stops and Equilibrium Dynamics in a Small Open Economy.
Heryan, Tomas and Stavarek, Daniel (2010): How related are interbank and lending interest rates? Evidence on selected EU countries. Published in: European Financial and Accounting Journal , Vol. 5, No. 3-4 : pp. 42-55.
Horvath, Roman (2006): Real-Time Time-Varying Equilibrium Interest Rates: Evidence on the Czech Republic.
Hutchison, Michael and Sengupta, Rajeswari and Singh, Nirvikar (2010): Estimating a Monetary Policy Rule for India.
Hutchison, Michael and Sengupta, Rajeswari and Singh, Nirvikar (2010): Estimating a monetary policy rule for India. Published in: Economic and Political Weekly , Vol. Vol xl, (18. September 2010): pp. 67-69.
Ielpo, Florian and Guégan, Dominique (2006): Further evidence on the impact of economic news on interest rates.
Jakas, Vicente (2011): Theory and empirics of an affine term structure model applied to European data. Published in: Aestimatio. The IEB International Journal of Finance No. 2 (July 2011): pp. 1-18.
Jayaraman, T.K. and Choong, Chee-Keong (2012): Implications of Excess Liquidity in Fiji’s Banking System: An Empirical Study.
John, Tatom (2006): Why Are Interest Rates So Low? Published in: Research Buzz , Vol. 2, No. 4 (30. April 2006): pp. 1-5.
Juan Marcelo, Ochoa (2006): An Interpretation of An Affine Term Structure Model for Chile. Forthcoming in: Revista de Estudios de Economia (2006)
Kakarot-Handtke, Egmont (2012): Make a bubble, take a free lunch, break a bank.
Kakarot-Handtke, Egmont (2011): The pure logic of value, profit, interest.
Kakarot-Handtke, Egmont (2011): The pure logic of value, profit, interest.
Kakarot-Handtke, Egmont (2011): The pure logic of value, profit, interest.
Kannan, R and Singh, Bhupal (2007): Debt-deficit dynamics in India and macroeconomic effects: A structural approach.
Kelly, Logan and Barnett, William A. and Keating, John (2010): Rethinking the liquidity puzzle: application of a new measure of the economic money stock.
Kelly, Logan and Barnett, William A. and Keating, John W. (2010): Rethinking the Liquidity Puzzle: Application of a New Measure of the Economic Money Stock.
Kiaee, Hasan (2007): Monetary Policy In Islamic Economic Framework: Case of Islamic Republic of Iran.
Kisswani, Khalid/ M. and Nusair, Salah/ A. (2011): Non-linear convergence in Asian interest rates and inflation rates.
Kitchen, John (2002): A Note on Interest Rates and Structural Federal Budget Deficits.
Kitchen, John and Chinn, Menzie (2010): Financing U.S. debt: Is there enough money in the world – and at what cost?
Kitov, Ivan (2012): Why price inflation in developed countries is systematically underestimated.
Kontek, Krzysztof (2010): Linking Decision and Time Utilities.
Koutsobinas, Theodore (2011): Animal spirits, liquidity-preference and Keynesian behavioural macroeconomics: An intertemporal framework.
Lanne, Markku and Saikkonen, Pentti (2010): Noncausal Vector Autoregression.
Lanne, Markku and Saikkonen, Pentti (2012): Supplementary appendix to "noncausal vector autoregression".
Lenz, Rainer (2010): Analyse der Renditestrukturkurve: Zur Laufzeitenstruktur von Investitions- und Finanzierungsentscheidungen.
Lenz, Rainer (2010): Yield Curve Analysis: Choosing the optimal maturity date of investments and financing.
Levieuge, Grégory and Lucotte, Yannick (2012): A simple empirical measure of central banks' conservatism.
Levieuge, Grégory and Lucotte, Yannick (2012): A simple empirical measure of central banks' conservatism.
Li, Kui-Wai and Wong, Douglas K T (2011): The Exchange Rate and Interest Rate Differential Relationship: Evidence from Two Financial Crises.
Lin, William and Sun, David (2007): Liquidity-adjusted benchmark yield curves: a look at trading concentration and information. Published in: Review of Pacific Basin Financial Markets and Policies , Vol. 4, No. 10 (December 2007): pp. 491-518.
Lin, William and Tsai, Shih-Chuan and Sun, David (2008): Price informativeness and predictability: how liquidity can help. Published in: Applied Economics , Vol. 17, No. 43 (July 2011): pp. 2199-2217.
Lucchetti, Riccardo and Palomba, Giulio (2008): Nonlinear Adjustment in US Bond Yields: an Empirical Analysis with Conditional Heteroskedasticity.
Marco, Bianchetti (2011): The Zeeman Effect in Finance: Libor Spectroscopy and Basis Risk Management.
Marco, Bianchetti and Mattia, Carlicchi (2012): Interest Rates After The Credit Crunch: Multiple-Curve Vanilla Derivatives and SABR.
Marzo, Massimiliano and Zagaglia, Paolo (2011): Equilibrium selection in a cashless economy with transaction frictions in the bond market.
Mirdala, Rajmund (2012): Interest Rates Determination and Crisis Puzzle (Empirical Evidence from the European Transition Economies). Published in: Journal of Applied Economic Sciences , Vol. 7, No. 4 (December 2012): pp. 418-436.
Mirdala, Rajmund (2009): Vplyv inflačných očakávaní na vývoj úrokových sadzieb v krajinách Višegrádskej štvorky. Published in: Acta Academica Karviniensia No. 1 (July 2009): pp. 141-154.
Mitreska, Ana and Kadievska Vojnovic, Maja and Georgievska, Ljupka and Jovanovic, Branimir and Petkovska, Marija (2010): Did the Crisis Change it All? Evidence from Monetary and Fiscal Policy. Published in: National Bank of the Republic of Macedonia Working Paper (November 2010)
Modena, Matteo (2008): The term structure and the expectations hypothesis: a threshold model.
Mohsin, Hasan Muhammad and Rivers, P (2011): Are domestic banks' pass through higher than foreign banks? Empirical evidence from Pakistan. Forthcoming in: International Journal of Economics and Finance , Vol. 3, No. 6 (November 2011)
Munro, John H. (2007): The usury doctrine and urban public finances in late-medieval Flanders (1220 - 1550): rentes (annuities), excise taxes, and income transfers from the poor to the rich. Published in: La fiscalità nell’economia Europea, secc. XIII - XVIII, Fondazione Istituto Internazionale di Storia Economica “F. Datini”, Prato, Serie II: Atti delle “Settimane de Studi” et altri Convegni , Vol. 39, No. 1 (2008): pp. 973-1026.
Muto, Ichiro (2012): A Simple Interest Rate Model with Unobserved Components: The Role of the Interbank Reference Rate.
Mutu, Simona and Breşfelean, Vasile Paul and Göndör, Mihaela (2011): The impact of the financial crisis on the interbank money markets behavior. Evidence from several CEE transition economies. Published in: Proceedings of the 13th International Conference on Finance and Banking No. ISBN 978-80-7248-753-0 (2012)
Nath, Golaka (2012): Estimating term structure changes using principal component analysis in Indian sovereign bond market.
Nath, Golaka (2012): Indian corporate bonds market –an analytical prospective.
Novak, Branko and Matić, Branko (2002): STRUKTURELLE VERÄNDERUNGEN IN DER WIRTSCHAFT DER REPUBLIKEN KRAOATIEN UND BUNDESREPUBLIK DEUTSCHLAND. Published in: XXIII. Wissenschaftliches Symposium, Strukturelle Veränderungen in der Wirtschaft der Republiken Kroatien und Bundesrepublik Deutschland (10. October 2002): pp. 31-51.
Omay, Tolga (2008): The Term Structure of Interest Rate as a Predictor of Inflation and Real Economic Activity: Nonlinear Evidence from Turkey. Forthcoming in:
Palombini, Edgardo (2003): Volatility and liquidity in the Italian money market.
Parnaudeau, Miia (2008): European Business Fluctuations in the Austrian Framework. Published in: Quarterly Journal of Austrian Economics No. 11 (16. August 2008): pp. 94-105.
Pereira, Manuel C (2009): A new measure of fiscal shocks based on budget forecasts and its implications.
Peroni, Chiara (2009): Testing Linearity in Term Structures.
Petreski, Marjan and Jovanovic, Branimir (2012): New Approach to Analyzing Monetary Policy in China.
Pomenkova, Jitka and Kapounek, Svatopluk (2009): Interest rates and prices causality in the Czech Republic - Granger approach. Published in: Agricultural Economics , Vol. 55, No. 7 (2009): pp. 347-356.
Qayyum, Abdul and Anwar, Saba (2011): Impact of Monetary Policy on the Volatility of Stock Market in Pakistan. Published in: International Journal of Business and Social Science , Vol. 2, No. 11 (22. May 2011): pp. 18-24.
Ruiz-Porras, Antonio and Perez-Sicairos, Rene Benjamin (2010): Un modelo de tres factores con un parámetro de sensibilidad de mercado para estimar la dinámica de la tasa corta: Una aplicación para la tasa de fondeo gubernamental de México. Forthcoming in: Avances Recientes en la Valuación de Activos y Administración de Riesgos. Volumen 2 [Book edited by F. Ortiz-Arango, Universidad Panamericana (Mexico)]
Sarkar, Prabirjit (2006): Stock Market Development, Capital Accumulation and Growth in India since 1950.
Sarno, Lucio and Schneider, Paul and Wagner, Christian (2010): Properties of Foreign Exchange Risk Premiums.
Seko, Miki and Sumita, Kazuto and Yoshida, Jiro (2012): Downward-sloping term structure of lease rates: a puzzle.
Silva Lopes, Artur C. and M. Monteiro, Olga Susana (2007): The expectations hypothesis of the term structure: some empirical evidence for Portugal.
Silva Lopes, Artur C. B. da and Monteiro, Olga Susana (2008): Short and long run tests of the expectations hypothesis: the Portuguese case.
Smant, David / D.J.C. (2010): Direct tests of the expectations theory of the term structure: Survey expectations, the term premium and coefficient biases.
Smant, David / D.J.C. (2011): Real time data, regime shifts, and a simple but effective estimated Fed policy rule, 1969-2009.
Solomon, Bernard Daniel (2010): Firm leverage, household leverage and the business cycle.
Soylu, Ali and Durmaz, Nazif (2012): Profitability of Interest-free vs. Interest-based Banks in Turkey.
Stazka, Agnieszka (2008): International parity relations between Poland and Germany: a cointegrated VAR approach. Published in: Bank i Kredyt No. 03/2008
Stefanescu, Razvan and Dumitriu, Ramona (2010): Impact of the global crisis on the linkages between the interest rates and the stock prices in Romania. Published in: Proceedings of the International Conference on Economics and Administration, Bucharest, June 3 – 4, 2011 (15. May 2010): pp. 595-607.
Sustek, Roman (2009): Monetary Business Cycle Accounting.
Sánchez-Fung, José R. (2008): The day-to-day interbank market, volatility, and central bank intervention in a developing economy.
TUYSUZ, Sukriye (2007): Central Bank transparency and the U.S. interest rates level and volatility response to U.S. news.
Taboga, Marco and Pericoli, Marcello (2008): Bond risk premia, macroeconomic fundamentals and the exchange rate.
Tattara, Giuseppe (2002): Un margine di arbitraggio non sfruttato sulla Rendita Italiana a Parigi ? Published in: Rivista di storia economica , Vol. XVIII, No. 2002 (1. April 2002): pp. 51-63.
Tuysuz, Sukriye (2007): The effects of a greater central bank credibility on interest rates level and volatility response to news in the U.K.
Tuysuz, Sukriye and Kuhry, Yves (2007): Interactions between interest rates and the transmission of monetary and economic news: the cases of US and UK.
Varma, Vijaya Krushna Varma (2009): Top tax system: a common taxation system for all nations.
varma, Vijaya krushna varma (2010): Banking Redefined.
Wang, Di and Zhou, Ang and Wang, Dong (2012): The change of the value of the RMB and its influences on China.
Ye, Xiaoxia (2012): Market expectations of the short rate and the term structure of interest rates: a new perspective from the classic model.
Yun, Tack and Kim, Jinsook and Ko, Eunmi (2012): The Role of Bounded Rationality in Macro-Finance Affine Term-Structure Models.
Çelik, Sadullah and Deniz, Pınar (2009): Does Fed Funds Target Interest Rate Lead Bank of England’s Bank Rate and European Central Bank’s Key Interest Rate?
