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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: 353.


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.

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.

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.

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

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.


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?

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.


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.

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 (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'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 (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 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 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

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.


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.

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.

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.


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.


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

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.

Jayawickrema, Vishuddhi (2019): Monetary Policy Rules and Macroeconomic Stability.

Jiménez Sotelo, Renzo (2006): Acceso de la banca de desarrollo al banco central: El caso de COFIDE y las tasas de interés en el Perú. Published in: Boletín del CEMLA , Vol. LV, No. 3 (September 2009): pp. 119-138.

Johansson, Bo (2012): A note on approximating bond returns allowing for both yield change and time passage.

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.

Kapur, Muneesh (2018): Macroeconomic Policies and Transmission Dynamics in India.

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.

Kolcunova, Dominika and Havranek, Tomas (2018): Estimating the Effective Lower Bound for the Czech National Bank's Policy Rate.

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

Korkut, Cem and Özgür, Önder (2017): Is there a Link between Profit Share Rate of Participation Banks and Interest Rate?[:] The Case of Turkey. Published in: Journal of Economic Cooperation and Development , Vol. 38, No. 2 (June 2017): pp. 135-158.

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

Krouglov, Alexei (2016): Mathematical model of the economic trend.

Krouglov, Alexei (2019): Simplified mathematical model of long-term investment values.

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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)

Kuusela, Annika and Hännikäinen, Jari (2017): What do the shadow rates tell us about future inflation?


LAGES, ANDRÉ MAIA GOMES and SANTOS, FABRÍCIO RIOS NASCIMENTO and FERREIRA, HUMBERTO BARBOSA (2016): Preference for Liquidity of Agents: An Analyse of Brasilian Case. Published in: Regional Statistics , Vol. 5, No. 1 (July 2016): pp. 86-96.

Lakdawala, Aeimit (2016): Decomposing the Effects of Monetary Policy Using an External Instruments SVAR.

Lancastre, Manuel (2016): Inequality and Real Interest Rates.

Lancastre, Manuel (2017): Redistributive Tax Policy at the Zero Bound.

Lancastre, Manuel (2017): Redistributive Tax Policy at the Zero Bound.

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.

Levrero, Enrico Sergio and Deleidi, Matteo (2019): The causal relationship between short- and long-term interest rates: an empirical assessment of the United States.

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.

Lorde, Troy and Francis, Brian and Waithe, Kimberly and Taylor, Timothy (2008): Interest Rate Determination in Small Developing Countries. Published in: Savings and Development , Vol. 32, No. 1 (2008): pp. 31-50.

Lucchetti, Riccardo and Palomba, Giulio (2008): Nonlinear Adjustment in US Bond Yields: an Empirical Analysis with Conditional Heteroskedasticity.

lahlou, kamal (2009): Essai d’estimation de la fonction de réaction de Bank Al-Maghrib. Published in: Ecole académique des sciences et techniques collège études stratégiques et développement économique , Vol. 1, No. Actes de l'école académique 2010 (2012): pp. 95-122.


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

Manuel, Lancastre (2016): Age Milestones and Low Interest Rates, an Analytic Approach.

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)

Mna, Ali and Younsi, Moheddine (2017): The Credit Channel Transmission of Monetary Policy in Tunisia.

Mna, Ali and Younsi, Moheddine (2018): A Monetary Conditions Index and its Application on Tunisian Economic Forecasting.

Modena, Matteo (2008): The term structure and the expectations hypothesis: a threshold model.

Mogaji, Peter Kehinde (2010): Fisher Effect and the Relationship between Nominal Interest Rates and Inflation: The Case of Nigeria.

Mogaji, Peter Kehinde (2018): Some Stylised Facts for the Economies of Anglophone West Africa and Guinea.

Mogaji, Peter Kehinde (2019): Validity Assessments of International Parity in the ‘Ecozone’: Implications for Monetary Models of Exchange Rate Determination. Published in: International Journal of Entrepreneurship Management Innovation and Development , Vol. 3(1), (2019): pp. 97-131.

Mohd Yusof, Norsafinas (2019): Corperate Governance and Performance of Delfi Group Limited. Published in: Corperate Governance and Performance of Delfi Group Limited (28 November 2019)

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.

Mordi, Charles N. O. and Adebiyi, Michael A. and Omotosho, Babatunde S. (2019): Modelling interest rates pass-through in Nigeria: An error correction approach with asymmetric adjustments and structural breaks. Published in: Contemporary Issues in the Nigerian Economy: A Book of Readings (1 February 2019): 3 to 20.

Moussir, Charaf Eddine (2017): Effets sectoriels de la politique monétaire et activité économique: cas du Maroc. Published in: International Journal of Innovation and Applied Studies , Vol. Vol. 2, No. No. 1 (April 2017): pp. 219-225.

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.

Musgrave, Ralph S. (2017): Privately issued money reduces GDP.

Musgrave, Ralph S. (2018): A permanent zero interest rate would maximise GDP.

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.

Nizam, Ahmed Mehedi (2019): The Bank Multiplier and A New Mechanism for the Transmission of the Monetary Policy.

Nizam, Ahmed Mehedi (2020): How the banking system is creating a two-way inflation in an economy. Published in: PLoS ONE 15(4): e0229937, DOI: (2 April 2020)

Nizam, Ahmed Mehedi (2018): How the banking system is creating a two-way inflation in an economy?

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 (2017): Asymmetries in Yield Curves: Some Empirical Evidence from Ghana. Forthcoming in:

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.

Nwachukwu, Jacinta and Aziz, Aqsa and Tony-Okeke, Uchenna and Asongu, Simplice (2018): The determinants of interest rates in microfinance: age, scale and organisational charter. Forthcoming in: Review of Development Economics


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.

Papahristodoulou, Christos (2019): Is there any theory that explains the SEK?

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

Papavangjeli, Meri and Leka, Eralda (2016): Përcaktuesit mikro- dhe makroekonomikë të marzhit neto të interesave në sistemin bankar shqiptar (2002-2014). Published in: Wroking Paper of Bank of Albania: Micro- and macroeconomic determinants of net interest margin in the Albanian banking system (2002-2014) No. 22(61) (October 2016): pp. 1-36.

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.

Perera, Roshan and Jayawickrema, Vishuddhi (2014): Monetary policy rules in practice: Evidence for Sri Lanka. Published in: Conference proceedings of the 6th International Research Conference, Central Bank of Sri Lanka (January 2014)

Peroni, Chiara (2009): Testing Linearity in Term Structures.

Perveen, Asma and Munir, Kashif (2017): Impact of Total, Internal and External Government Debt on Interest Rate in Pakistan.

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 Hardy, Nicolás (2019): Forecasting Aluminum Prices with Commodity Currencies.

Pincheira, Pablo and Neumann, Federico (2018): Can we beat the Random Walk? The case of survey-based exchange rate forecasts in Chile.

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

Podshivalov, Georgii (2019): Observing the Evolution in Macroeconomic Theory.

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.

purba, martin (2018): Analisis Pasar Uang Pada Model Mundell-Fleming Pada Perekonomian Indonesia (Tahun 2010-2017). Published in: Jurnal Ilmiah Maksitek , Vol. 3, No. 3 (2018): pp. 16-27.


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.

Qureshi, Irfan (2015): Monetary Policy Shifts and Central Bank Independence.


Ramirez-Rondan, N.R. and Terrones, Marco E. (2019): Uncertainty and the Uncovered Interest Parity Condition: How Are They Related?

Raputsoane, Leroi (2018): Monetary policy coordination leader followership.

Raputsoane, Leroi (2018): Monetary policy reaction function pre and post the global financial crisis.

Raputsoane, Leroi (2018): Targeting financial stress as opposed to the exchange rate.

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

Razzak, Weshah (2020): The Riddle of the Natural Rate of Interest.

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, Surayya (2018): Alternative Specifications of Fisher Hypothesis: An Empirical Investigation.

Sahminan, Sahminan (2007): Financial Market Responses to Bank Indonesia’s Policy Announcements.

Sandoval paucar, Giovanny (2018): Un análisis de la política monetaria y tasa de interés real neutral desde la perspectiva del principio de demanda efectiva.

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.

Shijaku, Gerti (2017): Bank Stability and Competition: Evidence from Albanian Banking Market. Published in: Eurasian Journal of Business and Economics , Vol. 19, No. 10 (June 2017): pp. 127-154.

Shijaku, Gerti (2016): Does Primary Sovereignty Risk Matter for Bank Fragility? Evidence from Albanian Banking System.

Shijaku, Gerti (2016): Does bank competition affect bank stability after the global financial crisis?

Shijaku, Gerti (2016): Does concentration matter for bank stability - evidence from Albanian Banking System.

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.

Simerský, Mojmír (2018): Czech Government Bond yields under FX pressure.

Simerský, Mojmír (2018): Zero-coupon yields estimated by zero-degree splines.

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.

Soriano-Morales, Yazmín Viridiana and Vallejo-Jiménez, Benjamín and Venegas-Martínez, Francisco (2017): Impact of the Degree of Relative Risk Aversion, the Interest Rate and the Exchange Rate Depreciation on Economic Welfare in a Small Open Economy.

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.

Sulaiman, Saidu and Masih, Mansur (2017): Is liberalizing finance the game in town for Nigeria ?

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.

Takaoka, Sumiko and Takahashi, Koji (2018): Differential effects of unconventional monetary policy on syndicated loan contracts.

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.

Tong, Bing and Yang, Guang (2020): Interest Rate Pegging, Fluctuations, and Fiscal Policy in China.

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.

Verico, Kiki (2018): Does Indonesia’s macroeconomy work well towards the political year?

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.


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.


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.

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.


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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