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Items where Subject is "E - Macroeconomics and Monetary Economics > E4 - Money and Interest Rates > E43 - Interest Rates: Determination, Term Structure, and Effects"

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Number of items at this level: 189.

A

Abdul Majid, Muhamed Zulkhibri (2011): Predicting Output and Inflation in Less Developed Financial Markets Using the Yield Curve: Evidence from Malaysia.

Alexander, Gigi and Foley, Maggie (2014): On the Nominal Interest Rate Yield Response to Net Government Borrowing in the U.S.: An Empirical Analysis with Robustness Tests.

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.

Asonuma, Tamon (2012): Serial default and debt renegotiation.

Asonuma, Tamon (2014): Sovereign defaults, external debt and real exchange rate dynamics.

Assadian, Afsaneh and Cebula, Richard (1989): Determinants of Business Failure: A Time Series Analysis. Published in: American Statistical Association 1990 Proceedings of the Business and Economic Statistics Section , Vol. 85, No. 1 (31. December 1990): pp. 508-511.

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.

B

BLINOV, Sergey (2014): Денежная политика количественного смягчения при высоких ставках центрального банка.

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)

Belanger, Gilles (2014): Interest Rate Rigidity and the Fisher Equation.

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?

Bystrov, Victor (2013): A factor-augemented model of markup on mortgage loans in Poland.

C

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.

Cebula, Richard (2014): Current Evidence on the Impact of Budget Deficits on the Nominal Interest Rate Yield on Intermediate-term Debt Issues of the U.S. Treasury: An Analysis with Robustness Tests.

Cebula, Richard (1997): An Empirical Analysis of the Impact of Federal Budget Deficits on Long-term Nominal Interest Rate Yields, 1973.2-1995.4, Using Alternative Expected Inflation Measures. Published in: Review of Financial Economics , Vol. 7, No. 1 (17. April 1998): pp. 55-64.

Cebula, Richard (2014): An Empirical Investigation into the Impact of U.S. Federal Government Budget Deficits on the Real Interest Rate Yield on Intermediate-term Treasury Debt Issues, 1972-2012.

Cebula, Richard (1996): An Empirical Note on the Impact of the Federal Budget Deficit on Ex Ante Real Long-Term, Interest Rates, 1973-1995. Published in: Southern Economic Journal , Vol. 63, No. 4 (28. April 1997): pp. 1094-1099.

Cebula, Richard (1987): Federal Government Budget Deficits and Interest Rates: A Brief Note. Published in: Southern Economic Journal , Vol. 55, No. 1 (20. July 1988): pp. 206-210.

Cebula, Richard (2014): Have U.S. Budget Deficits Raised the Real Interest Rate Yield on Tax-Free Municipal Bonds?

Cebula, Richard (1992): The Impact of Federal Deposit Insurance on Savings and Loan Failures. Published in: Southern Economic Journal , Vol. 59, No. 4 (30. April 1993): pp. 620-628.

Cebula, Richard (2014): Impact of Federal Government Budget Deficits on the Longer-term Real Interest Rate in the U.S.: Evidence Using Annual and Quarterly Data, 1960-2013.

Cebula, Richard (2003): The Impact of the Federal Budget Deficit on the Nominal Interest Rate Yield on US Treasury Notes, 1979-2001. Published in: The ICFAI Journal of Applied Economics , Vol. 3, No. 2 (31. March 2004): pp. 7-18.

Cebula, Richard (2014): An Investigation into the Impact of Federal Government Budget Deficits on the Ex Ante Real Interest Rate Yield on Treasury Notes in the U.S.

Cebula, Richard (2014): The Nominal Interest Rate Yield Response to Net Government Borrowing: GLM Estimates, 1972-2012.

Cebula, Richard (1990): A Note on Federal Budget Deficits and the Term Structure of Real Interest Rates in the United States. Published in: Southern Economic Journal , Vol. 57, No. 4 (21. April 1991): pp. 1170-1173.

Cebula, Richard (1992): The Reform of Federal Deposit Insurance. Published in: Southern Economic Journal , Vol. 59, No. 4 (26. April 1993): pp. 833-835.

Cebula, Richard (2010): Taxable and Tax-Free Equivalence of Interest Rate Yields: A Brief Note. Published in: Journal of Economics and Finance Education , Vol. 10, No. 1 (15. August 2011): pp. 83-84.

Cebula, Richard and Cebula, Barbara (1979): A Note on "Crowding Out" in the United States. Published in: Economic Notes , Vol. 9, No. 1 (31. March 1980): pp. 122-125.

Cebula, Richard and Foley, Maggie (2012): Recent Evidence on the Impact of Federal Government Budget Deficits on the Nominal Long Term Mortgage Interest Rate in the U.S. Published in: International Journal of Finance & Accounting Studies , Vol. 1, No. 1 (30. April 2013): pp. 28-33.

Cebula, Richard and Koch, James (1988): An Empirical Note on Deficits, Interest Rates, and International Capital Flows. Published in: The Quarterly Review of Economics and Business , Vol. 29, No. 3 (28. October 1989): pp. 121-127.

Cebula, Richard and Schwartzburt, Mark and Scott, Gerald (1990): Large Deficits Produce High Interest Rates. Published in: The Indian Journal of Economics , Vol. 72, No. 234 (29. July 1991): pp. 115-119.

Cebula, Richard and Scott, Gerald (1990): Deficits and Real Interest Rates: A Note Extending the Hoelscher Model. Published in: The Indian Journal of Economics , Vol. 71, No. 4 (30. April 1991): pp. 519-522.

Cebula, Richard and Yang, Bill (2007): Yield to Maturity Is Always Received as Promised. Published in: Journal of Economics and Finance Education , Vol. 7, No. 1 (28. August 2008): pp. 43-47.

Cebula, Richard and Yang, Bill (2008): Yield to Maturity Is Always Received as Promised: A Reply. Published in: Journal of Economics and Finance Education , Vol. 8, No. 2 (14. January 2009): pp. 38-41.

Cebula, Richard and McGrath, Richard (2006): Identifying Determinants of the Cost of Long Term Borrowing for U.S. Firms: Insights for Management. Published in: Gitam Journal of Management , Vol. 5, No. 4 (10. November 2007): pp. 22-28.

Chatelain, Jean-Bernard and Ralf, Kirsten (2014): Stability and Identification with Optimal Macroprudential Policy Rules.

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

D'Agostino, Antonello and Ehrmann, Michael (2012): The pricing of G7 sovereign bond spreads – the times, they are a-changin.

DE KONING, Kees (2013): Economic System Failures: the U.S. case.

DE KONING, Kees (2013): The real financial crisis: an individual households' crisis The case for index-linked government bonds for the Netherlands, the U.S. and the U.K.

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.

Dladla, Pholile and Malikane, Christopher and Ojah, Kalu (2014): The Elasticity of Intertemporal Substitution Reconsidered.

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.

E

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.

Evans, Olaniyi (2013): The Monetary Model of Exchange Rate in Nigeria: an Autoregressive Distributed Lag (ARDL) Approach.

F

Falagiarda, Matteo (2013): Evaluating Quantitative Easing: A DSGE Approach.

Forte, Antonio (2010): Some empirical evidence of the euro area monetary policy.

G

Gabrisch, Hubert and Orlowski, Lucjan T. and Pusch, Toralf (2012): Sovereign default Risk in the Euro-Periphery and the Euro-Candidate Countries.

Gaspar, Catarina and Fuinhas, José Alberto and Marques, António Cardoso (2014): Endividamento antes e após a introdução do euro: análise ARDL do caso português.

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.

Guberman, Carlos and Cymbler, David (2014): Modelo de ciclo de negocios real con dinero endógeno y pasivo.

H

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.

I

Ielpo, Florian and Guégan, Dominique (2006): Further evidence on the impact of economic news on interest rates.

J

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.

Janda, Karel and Zetek, Pavel (2013): Macroeconomic factors influencing interest rates of microfinance institutions in Latin America.

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)

K

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.

L

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.

M

Malikane, Christopher and Ojah, Kalu (2014): Fisher's Relation and the Term Structure: Implications for IS Curves.

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)

Montañés, Antonio and Olmos, Lorena (2013): Do the Spanish regions converge? A unit root analysis for the HDI of the Spanish regions.

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)

N

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.

Nath, Golaka (2013): Liquidity Issues in Indian Sovereign Bond Market.

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.

O

Ojeaga, Paul and Ojeaga, Daniel and Odejimi, Deborah O. (2013): The Impact of Interest Rate on Bank Deposits Evidence from the Nigerian Banking Sector.

Olmos, Lorena and Sanso Frago, Marcos (2014): Natural Rate of Interest with Endogenous Growth, Financial Frictions and Trend Inflation.

Omay, Tolga (2008): The Term Structure of Interest Rate as a Predictor of Inflation and Real Economic Activity: Nonlinear Evidence from Turkey. Forthcoming in:

P

Palma, Nuno (2013): Did Greenspan Open Pandora's Box? Testing the Taylor Hypothesis and Beyond.

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.

Q

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.

R

Rashid, Abdul and Saedan, Mashael (2013): Financial Crisis and Exchange Rates in Emerging Economics: An Empirical Analysis using PPP-UIP-Framework.

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)]

S

Sarkar, Prabirjit (2006): Stock Market Development, Capital Accumulation and Growth in India since 1950.

Sarno, Lucio (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.

Sen Gupta, Abhijit and Sengupta, Rajeswari (2014): Is India Ready for Inflation-Targeting?

Shabbir, Safia and Iqbal, Javed and Hameed, Saima (2013): Risk Premium, Interest Rate Differential, and Subsidized Lending in Pakistan.

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.

Song, Jae Eun (2014): Competitive Search Equilibrium in the Credit Market under Asymmetric Information and Limited Commitment.

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.

Swamy, Vighneswara and S, Sreejesh (2012): Financial Instability, Uncertainty and Banks’ Lending Behaviour. Published in: International Journal of Banking and Finance , Vol. 9, No. 4 (14. March 2013): pp. 74-95.

Sánchez-Fung, José R. (2008): The day-to-day interbank market, volatility, and central bank intervention in a developing economy.

T

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.

V

Vargas, Gregorio A. (2005): Macroeconomic Determinants of the Movement of the Yield Curve.

Varma, Vijaya Krushna Varma (2009): Top tax system: a common taxation system for all nations.

Vidakovic, Neven (2014): Pricing of retail deposits in Croatia: including the premium for country default.

varma, Vijaya krushna varma (2010): Banking Redefined.

W

Wang, Di and Zhou, Ang and Wang, Dong (2012): The change of the value of the RMB and its influences on China.

Y

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.

Ç

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?

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