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Items where Subject is "E43 - Interest Rates: Determination, Term Structure, and Effects"

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Number of items at this level: 408.

A

ALJARHI, Shadia (2020): Reforming Islamic Finance. Forthcoming in: Journal of Kind Abdulaziz University: Islamic Economics , Vol. Vol. 3, No. No. 2 (July 2020): pp. 101-107.

ASUAMAH YEBOAH, SAMUEL (2017): Are interest rates unit root in Ghana? An Empirical Assessment.

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

Abu, Benjamin Musah and Domanban, Paul Bata and Haruna, Issahaku (2017): Microcredit Loan Repayment Default among Small Scale Enterprises: A Double Hurdle Approach. Published in: Ghana Journal of Development Studies , Vol. 14, No. 1 (23 May 2017): pp. 146-165.

Ackon, Kwabena Meneabe (2020): Fiscal Policy Innovations In Advanced Economies. Forthcoming in:

Ackon, Kwabena Meneabe (2015): US Domestic Money, Output, Inflation and Unemployment. Forthcoming in:

Adeleye, Ngozi and Osabuohien, Evans and Bowale, Ebenezer and Matthew, Oluwatoyin and Oduntan, Emmanuel (2017): Financial reforms and credit growth in Nigeria: Empirical insights from ARDL and ECM techniques. Published in: International Review of Applied Economics No. DOI: 10.1080/02692171.2017.1375466 (October 2017): pp. 1-14.

Adigozalov, Shaig and Huseynov, Salman (2015): İnflyasiya hədəflənməsinin əməliyyat çərçivəsi: ölkə təcrübələri AMB üçün nə vəd edir?

Ahiadorme, Johnson Worlanyo and Sonyo, Emmanuel and Ahiase, Godwin (2019): Time series analysis of interest rates volatility and stock returns in Ghana.

Ahmed, Syed Shujaat (2019): Oil Prices and Exchange Rate with Impact of Pre-Dollar and Post-Dollar Regime Dummies.

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)

Al-Jarhi, Mabid (2015): An Economic Theory of Islamic Finance Regulation. Published in: Islamic Economic Studies , Vol. 24, No. No. 2 (December 2016): pp. 1-44.

Al-Jarhi, Mabid (2017): Inefficiencies in Search Models: The Case for Islamic Finance.

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.

Amaral, Pedro (2022): The demographic transition and the asset supply channel.

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.

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.

Anastasiou, Dimitrios (2017): Macroeconomic Determinants of MIR Rate: Evidence from the Euro area.

Andrianady, Josué R. and Rajaonarison, Njakanasandratra R. (2023): Effet d’un choc monétaire sur l’inflation: une approche par un modèle DSGE.

Andrianady, Josué R. and Rajaonarison, Njakanasandratra R. (2023): Monetary Inflation Relationship in Madagscar: a DSGE Model Analysis.

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.

Ayele, Gashaw Tsegaye (2011): Challenges to Monetary Policy Transmission to Consumer Prices in Ethiopia.

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.

Azzimonti, Marina and Mitra, Nirvana (2022): Political Constraints and Sovereign Default.

B

B M, Lithin and chakraborty, Suman and iyer, Vishwanathan and M N, Nikhil and ledwani, Sanket (2022): Modeling asymmetric sovereign bond yield volatility with univariate GARCH models: Evidence from India. Published in: Cogent Economics and Finance , Vol. 11, No. 1 (15 March 2023): p. 2189589.

BIKAI, J. Landry and MBOHOU M., Moustapha (2016): A Reaction Function for the Bank of the Central African States in a Context of Fiscal Dominance. Published in: REVUE INTERNATIONALE DE MANAGEMENT ET D'ÉCONOMIE APPLIQUÉE , Vol. 1, No. 1 (January 2018): pp. 41-68.

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.

Bagus, Philipp and Howden, David (2010): The Term Structure of Savings, the Yield Curve, and Maturity Mismatching. Published in: Quarterly Journal of Austrian Economics , Vol. 3, No. 13 (2010): pp. 64-85.

Bandholz, Harm and Clostermann, Joerg and Seitz, Franz (2007): Explaining the US Bond Yield Conundrum.

Bazzaoui, Lamia and Nagayasu, Jun (2019): Is Inflation Fiscally Determined?

Beckmann, Joscha and Czudaj, Robert L. (2022): Perceived monetary policy uncertainty.

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.

Beniak, Patrycja (2019): The emerging market reaction to Fed tightening.

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.

Bilgili, Faik (2001): ARIMA ve VAR Modellerinin Tahmin Başarılarının Karşılaştırılması. Published in: Journal of Faculty of Economics and Administrative Sciences, Erciyes University No. 17 (2001): pp. 37-53.

Bosupeng, Mpho (2016): The Effects of Chinese Interest Rates and Inflation: A Decomposition of The Fisher Effect.

Bosupeng, Mpho (2015): The Fisher Effect Using Differences in The Deterministic Term. Published in: International Journal of Latest Trends in Finance and Economic Sciences , Vol. 4, No. 5 (December 2015): pp. 1031-1040.

Bosupeng, Mpho (2015): The Impossible Trinity and Financial Markets – An Examination of Inflation Volatility Spillovers. Published in: Journal of CENTRUM Cathedra: The Business and Economics Research Journal , Vol. 1, No. 8 (September 2015): pp. 29-44.

Bosupeng, Mpho (2016): On The Fisher Effect: A Review. Published in: Journal for Studies in Management and Planning , Vol. 7, No. 2 (July 2016): pp. 55-61.

Bosupeng, Mpho and Biza-Khupe, Simangaliso (2015): The Impact of Money Supply Volatility on the Fisher Effect –A Botswana Empirical Perspective. Published in: Journal of Applied Business and Economics (JABE) , Vol. 1, No. 17 (March 2015): pp. 45-53.

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.

C

Calcagnini, Giorgio and Farabullini, Fabio and Giombini, Germana (2012): The impact of the recent financial crisis on bank loan interest rates and guarantees.

Capraro, Santiago and Panico, Carlo and Torres-Gonzalez, Luis Daniel (2021): The persistent and generalised decline in the U. S. interest rates: an alternative interpretation.

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.

Chaouech, Olfa (2015): Taylor rule in practice: Evidence from Tunisia.

Chatelain, Jean-Bernard and Ralf, Kirsten (2020): Hopf Bifurcation from new-Keynesian Taylor rule to Ramsey Optimal Policy. Published in: Macroeconomic Dyanmics (18 January 2020): pp. 1-33.

Chatelain, Jean-Bernard and Ralf, Kirsten (2020): Ramsey Optimal Policy in the New-Keynesian Model with Public Debt. Forthcoming in: Macroeconomic Dynamics

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.

Chattopadhyay, Siddhartha (2019): The Neo-Fisherianism to Escape Zero Lower Bound.

Chileshe, Patrick Mumbi (2017): Bank competition and financial system stability in a developing economy: does bank capitalization and size matter? Forthcoming in: International Journal of Economic Sciences

Chileshe, Patrick Mumbi and Akanbi, Olusegun Ayodele (2016): Asymmetry of the Interest Rate Pass-through in Zambia. Forthcoming in: Contemporary Economics Journal

Chmielewski, Tomasz (2003): Interest rate pass-through in the Polish banking sector and bank-specific financial disturbances.

Chung, Tsz-Kin and Iiboshi, Hirokuni (2015): Prediction of Term Structure with Potentially Misspecified Macro-Finance Models near the Zero Lower Bound.

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

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.

Danila, Marius (2016): Implicatii ale plasarii dobanzilor in zona negativa. Published in: Economistul No. 5-6 (1 March 2016): pp. 14-20.

Danila, Marius (2016): Recalibrarea sistemului bancar european in contextul noilor cerinte si realitati. Published in: Economistul No. 8 (16 April 2016): pp. 11-16.

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 (2022): The risk of a recession period in the U.S. and the possible role of home equity.

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 (2022): When savings are not counted as savings: The missed opportunity to use home equity to stimulate the U.S. economy.

De Koning, Kees (2013): An income gap theory and its effects on unemployment and economic growth.

De Koning, Kees (2021): A proposal to use two interest rates in the U.S.; the FED Funds Rate and the Economic Recovery Rate.

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 and Hong, Sizhe and Paltalidis, Nikos and Philip, Dennis (2020): Forward Guidance and Corporate Lending.

Delis, Manthos and Iosifidi, Maria and Mylonidis, Nikolaos (2020): Industry Heterogeneity in the Risk-Taking Channel.

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 Domenico, Lorenzo (2021): Stability and determinants of the public debt-to-GDP ratio: an Input Output – Stock Flow Consistent approach.

Di Domenico, Lorenzo (2021): Stability and determinants of the public debt-to-GDP ratio: an Input Output – Stock Flow Consistent approach.

Di Maggio, Marco (2010): The Political Economy of the Yield Curve.

DiGabriele, Jim and Ojo, Marianne (2019): The wage growth puzzle and the Philips Curve explained: recent developments. Published in: Centre & Institute for Innovation and Sustainable Development Economic Review

Dias, Daniel A. and Duarte, João B. (2022): Monetary Policy and Homeownership: Empirical Evidence, Theory, and Policy Implications.

Dixit, Shiv and Subramanian, Krishnamurthy (2020): Bank Coordination and Monetary Transmission: Evidence from India.

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

EL FAIZ, Zakaria and ZIANI, Manal (2016): Influence de la politique monétaire sur le taux long Quelques évidences empiriques, cas du Maroc.

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.

Ellul, Reuben (2017): Correlation between Maltese and euro area sovereign bond yields.

Erasmus, Ruan and Steenkamp, Daan (2022): South Africa’s yield curve conundrum. Published in: Economic Research South Africa Discussion Document No. 07

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.

Gale, William G. (2019): Fiscal policy with high debt and low interest rates. Published in: Maintaining the Strength of American Capitalism (2019): pp. 78-115.

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

Geromichalos, Athanasios and Herrenbrueck, Lucas (2016): The Strategic Determination of the Supply of Liquid Assets.

Glocker, Christian (2019): Do reserve requirements reduce the risk of bank failure?

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

Gomez-Ruano, Gerardo (2014): Should Central Banks Take On Credit-Risk?

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?

Gregor, Jiri and Melecky, Martin (2018): The Pass-Through of Monetary Policy Rate to Lending Rates: The Role of Macro-financial Factors.

Grimme, Christian (2017): Uncertainty and the Cost of Bank vs. Bond Finance.

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.

H

Hamadi, Hassan and Awdeh, Ali (2012): The Determinants of Bank Net Interest Margin: Evidence from the Lebanese Banking Sector. Published in: Journal of Money, Investment and Banking No. 23 (2012): pp. 85-98.

Harashima, Taiji (2018): Why Are Inflation and Real Interest Rates So Low? A Mechanism of Low and Floating Real Interest and Inflation Rates.

Harris, Patrick (2020): Causal Factors of Australian Beef Exports.

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

Hasumi, Ryo and Iiboshi, Hirokuni (2019): A Bayesian Estimation of HANK models with Continuous Time Approach:Comparison between US and Japan.

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.

Hattori, Takahiro and Miyake, Hiroki (2016): Yield Curve for Japanese Agency Bonds: From 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.

Howden, David (2017): The Interest Rate and the Length of Production: A Comment. Published in: Quarterly Journal of Austrian Economics , Vol. 4, No. 19 (2017): pp. 345-358.

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.

Hännikäinen, Jari (2016): The shadow rate as a predictor of real activity and inflation: Evidence from a data-rich environment.

harraou, Khalid (2019): Analyse du pass-through du taux d’intérêt au Maroc.

I

Icefield, William (2020): Liquidity preference in the Walrasian framework.

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

Vîntu, Denis (2022): The relationship between unemployment, NAIRU and investment: microfundations for incomplete nominal adjustment. Forthcoming in: Sochi Journal of Economy (January 2023)

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W

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.

X

Xiao, Tim (2017): A New Model for Pricing Collateralized Financial Derivatives. Published in: The Journal of Derivatives , Vol. 24, No. 4 (1 July 2017): pp. 8-20.

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.

Z

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

Zhou, Siwen (2019): Assessing the Macroeconomic Impact of the ECB’s Asset Purchase Programme in a Dynamic Nelson–Siegel Modelling Framework.

Zhou, Siwen (2018): Measuring the Signaling Effect of the ECB’s Asset Purchase Programme at the Effective Lower Bound.

Zogjani, Jeton and Kovaci-Uruci, Fife (2023): History and development of the banking sector in Kosovo.

Zolea, Riccardo (2021): The relation between interest rate and profit rate: the role of bank profitability in an endogenous money framework.

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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