Munich Personal RePEc Archive

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

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Creators Name | Language
Jump to: A | B | C | D | E | F | G | H | I | J | K | L | M | N | O | P | Q | R | S | T | U | V | W | Y | Z | Ç
Number of items at this level: 241.


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

Akturk, Halit (2014): Do Stock Returns Provide a Good Hedge Against Inflation? An Empirical Assessment Using Turkish Data during Periods of Structural Change.

Al-Jarhi, Mabid (2000): السياسات النقدية في إطار إسلامي. Published in: Osman Babikir, ed., Contemporary Islamic Economic Applications , Vol. First, No. IRTI, iSDB Group, Jeddah, KSA. (2005)

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.

Amarasekara, Chandranath (2008): The Impact of Monetary Policy on Economic Growth and Inflation in Sri Lanka. Published in: Central Bank of Sri Lanka Staff Studies No. Volume 38 Numbers 1& 2 (2008): pp. 1-44.

Amarasekara, Chandranath (2005): Interest Rate Pass-through in Sri Lanka. Published in: Central Bank of Sri Lanka Staff Studies No. Volume 35 Numbers 1& 2 (2005): pp. 1-32.

Anton, Roman (2015): Monetary Development and Transmission in the Eurosystem. Forthcoming in: Open Science No. Free Access (December 2015): pp. 1-216.

Antonakakis, Nikolaos (2012): Dynamic Correlations of Sovereign Bond Yield Spreads in the Euro zone and the Role of Credit Rating Agencies' Downgrades.

Anzoategui Zapata, Juan Camilo (2015): Impacto de política monetaria: una revisión empírica 2000 – 2013. Published in: Revista Libre Empresa , Vol. 1, No. Revista Libre Empresa. 12(1) (15 January 2015): pp. 185-206.

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.

Avci, S. Burcu and Yucel, Eray (2016): Effectiveness of Monetary Policy: Evidence from Turkey.

Awaludin, Fadhlee and Masih, Mansur (2015): Sukuk pricing dynamics - factors influencing yield curve of the Malaysian Sukuk.

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.


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

BLINOV, Sergey (2016): Три варианта экономической политики для России.

BLINOV, Sergey (2014): Monetary Policy of Quantitative Easing at the Central Bank’s High Interest Rates.

BOUNADER, Lahcen (2016): Is there a crowding-out effect in the Moroccan context ? Evidence from structural VAR Analysis.

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 (2016): Inflation is Always and Everywhere an Interest-Rate Phenomenon.

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?

Byrne, Joseph and Cao, Shuo and Korobilis, Dimitris (2015): Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty.

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


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.

Ceballos, Luis and Naudon, Alberto and Romero, Damian (2014): Nominal Term Structure and Term Premia. Evidence from Chile.

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 (2000): Determinants of the Rate of Return on Commercial Bank Assets in the United States, 1959-1998. Published in: The Journal of American Academy of Business , Vol. 12, No. 1 (30 September 2001): pp. 157-159.

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 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.

Cebula, Richard and Merrick, Shelley (2002): The Real Interest Rate Yield on Long Term Municipals: What is the Role of Budget Deficits? Published in: The International Business & Economics Research Conference Program & Proceedings , Vol. 13, No. 1 (30 October 2003): pp. 1-10.

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.

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

Chatterjee, Rittwik and Chattopadhyay, Srobonti (2015): Collaborative Research and Rate of Interests.

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.

Covarrubias, Enrique and Hernández-del-Valle, Gerardo (2016): Inflation expectations derived from a portfolio model.


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 (2015): Collective Household Economics and the need for funds approach The 2007-2008 financial crisis and its effects.

De Koning, Kees (2013): Economic System Failures: the U.S. case.

De Koning, Kees (2015): Overfunding and underfunding, a main cause of the business cycle?

De Koning, Kees (2015): The U.S. experience, Free markets in money: a contradiction in terms!

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.

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.

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.


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.


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

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.

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.

Gulzar, Rosana and Masih, Mansur (2015): Islamic banking: 40 years later, still interest-based? Evidence from Malaysia.


Hasan, Mohammad Monirul (2008): The macroeconomic determinants of remittances in Bangladesh.

Hattori, Takahiro and Miyake, Hiroki (2015): Empirical Analysis of Yield Determinants in Japan’s Municipal Bond Market: Does Credit Risk Premium Exist?

Hattori, Takahiro and Miyake, Hiroki (2016): The Japan Municipal Bond Yield Curve: 2002 to the Present.

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.

Huang, Wenge and Zhang, Jinsong (2015): A New Interpretation of the Mechanism for the Determination of Interest Rate and Its Policy Implications.

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.

Hännikäinen, Jari (2016): When does the yield curve contain predictive power? Evidence from a data-rich environment.


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.

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

Jaramillo Franco, Miguel and Serván Lozano, Sergio (2012): Modeling exchange rate dynamics in Peru: A cointegration approach using the UIP and PPP. Published in: Superintendence of Banks, Insurance Companies and Private Pension Funds of Peru No. DT/01/2012

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)

Jung, Kuk Mo (2015): Liquidity Risk and Time-Varying Correlation Between Equity and Currency Returns.


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.

Kim, Minseong (2014): Critique of IS-LM: fiscal deficits, loanable funds, Keynesian Cross and IS-LM.

Kim, Minseong (2015): Fisherian Futures Market.

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.

Knolle, Julia (2014): An Empirical Comparison of Interest and Growth Rates.

Koepke, Robin (2014): Fed Policy Expectations and Portfolio Flows to Emerging Markets.

Kontek, Krzysztof (2010): Linking Decision and Time Utilities.

Koutsobinas, Theodore (2011): Animal spirits, liquidity-preference and Keynesian behavioural macroeconomics: An intertemporal framework.

Kui-Wai, Li (2014): Could there be a "Sub-market Interest Rate" in the IS-LM Framework? Published in: E-axes No. On Monetary Policy and Banking (1 May 2014)

Kui-Wai, Li and Bharat R., Hazari (2015): The Possible Tragedy of Quantitative Easing: An IS-LM Approach. Published in: E-axes No. On Monetary Policy and Central Banking (1 May 2015)


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.


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 (2015): Decomposing Euro Area Sovereign Debt Yields into Inflation Expectations and Expected Real Interest Rates. Published in: Journal of Advanced Research in Law and Economics , Vol. 7, No. 4 (December 2015): pp. 716-739.

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 (2014): Interest Rates and Structural Shocks in European Transition Economies. Published in: Business and Economic Horizons , Vol. 10, No. 4 (December 2014): pp. 305-319.

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.

Mulaj, Isa (2014): Organized Crime, Propaganda, Blackmails of Riinvest and OSI’s Nepotism, not the Banking Sector, is a Severe Barrier.

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.

Mushtaq, Saba and Siddiqui, Danish Ahmed (2016): Effect of interest rate on bank deposits: evidences from Islamic and non-Islamic economies.

Mushtaq, Saba and Siddiqui, Danish Ahmed (2015): Effect of interest rate on economic performance: Evidences from Islamic and Non-Islamic Economies.

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.

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

Nizar, Muhammad Afdi (2007): ANALISIS KINERJA PERBANKAN SYARI’AH PASKA FATWA MUI TENTANG KEHARAMAN BUNGA. Published in: Kajian Ekonomi dan Keuangan , Vol. 11, No. 4 (December 2007): pp. 1-28.

Nizar, Muhammad Afdi (2007): ANALISIS PENGARUH IMBAL HASIL DAN SUKU BUNGA TERHADAP TABUNGAN (SAVING DEPOSITS) BANK SYARI’AH DAN BANK KONVENSIONAL DI INDONESIA. Published in: Kajian Ekonomi dan Keuangan , Vol. 11, No. 2 (June 2007): pp. 112-131.

Njindan Iyke, Bernard (2015): On The Term Structure of South African Interest Rates: Cointegration and Threshold Adjustment.

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.

Nwachukwu, Jacinta and Asongu, Simplice (2015): The Determinants of Interest Rates in Microbanks: Age and Scale.


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:


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.

Papaioannou, Sotiris (2016): Public spending, monetary policy and growth: Evidence from EU countries.

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.

Phiri, Andrew (2016): Did the global financial crisis alter equilibrium adjustment dynamics between the US Fed rates and stock price volatility in the SSA region?

Pincheira, Pablo and Selaive, Jorge and Nolazco, Jose Luis (2016): The Evasive Predictive Ability of Core Inflation.

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.


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)]


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.

Slim, Sadri (2015): Un modelo Mundell-Fleming con economía ilegal y lavado de dinero.

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 (2013): Management of Interest Rate Risk in Indian Banking. Published in:

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.


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.


Unalmis, Deren and Unalmis, Ibrahim (2015): The Effects of Conventional and Unconventional Monetary Policy Surprises on Asset Markets in the United States.


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.

Vidakovic, Neven and Radošević, Dubravko (2014): Monetary Policy versus Structural Reforms: The Case of Croatia.

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.

Wesselbaum, Dennis (2014): Fiscal and Monetary Policy Interactions in New Zealand.


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.


Zaman, Gheorghe and Georgescu, George (2014): Challenges of bank lending in Romania on short, medium and long-term.


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?

This list was generated on Sat Apr 30 20:05:15 2016 CEST.
MPRA is a RePEc service hosted by
the Munich University Library in Germany.