Is Firm | | Interdependence within Industries Important for Portfolio Credit Risk?, by Kenneth Carling , Lars Rönnegĺrd and Kasper Roszbach (Sveriges Riksbank Working Papers No168) | Abstract
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| Contagion and | | interdependence: measuring CEE banking sector co-movements, by Terhi Jokipii - Brian Lucey (Bank of Finland Discussion Papers 2006/15) | Abstract
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| Financing and investment | | interdependencies in unquoted belgian compagnies, by Sophie Manigart, Katleen Baeyens and Ilse Verschueren (National Bank of Belgium Working Papers 029) | Full text |
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Estimating the Chilean Natural Rate of | | Interest , by Rodrigo Fuentes; Fabián Gredig (Central Bank of Chile Working Papers 448) | Abstract
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| Globalization, markups and the natural rate of | | interest , by Jean-Marc Natal and Nicolas Stoffels (Swiss National Bank Working Papers 2007-14) | Abstract
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| Conflict of | | Interest and Certification in the U.S. IPO Market, by Luca Benzoni, Carola Schenone (Chicago Fed Working papers WP-2007-09) | Abstract
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| Hang Seng Index Futures Open | | Interest and its Relationship with the Cash Market, by Hongyi Chen, Laurence Fung and Jim Wong (Hong Kong Monetary Authority Working Papers RM2005-02) | Full text |
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| An empirical approximation of the natural rate of | | interest and potential growth, by Marta Manrique and José Manuel Marqués (Bank of Spain Working Papers 0416) | Abstract
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| Testing Conflicts of | | Interest at Bond Rating Agencies with Market Anticipation: Evidence that Reputation Incentives Dominate, by Daniel M. Covitz and Paul Harrison (Federal Reserve Board FEDS series 2003-68) | Abstract
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| Was it Real? The Excahnge Rate- | | Interest Differential Relation, 1973-1984, by Richard Meese and Kenneth Rogoff (Federal Reserve Board International Financial Discussion Papers 2008-268) | Abstract
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| The role of the natural rate of | | interest in monetary policy, by Jeffery D Amato (Bank for International Settlements Working papers 171) | Abstract
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| The natural real rate of | | interest in the euro area, by Nicola Giammarioli and Natacha Valla (European Central Bank Working papers No.233) | Full text |
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| Non- | | interest income and total income stability, by Rosie Smith, Christos Staikouras and Geoffrey Wood (Bank of England Working papers 198) | Abstract
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| Wicksell's Classical Dichotomy: is the Natural Rate of | | Interest Independent of the Money Rate of Interest?, by Beenstock Michael, Ilek Alex (Bank of Israel Monetary Studies - Discussion Papers mns0504) | Abstract
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| Does uncertainty make a time-varying natural rate of | | interest irrelevant for the conduct of monetary policy?, by Jean-Stéphane Mésonnier and Jean-Paul Renne (Bank of France Working Papers Nr 175) | Abstract
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| Denying Foreign Bank Entry: Implications For Bank | | Interest Margins, by Ross Levine (Central Bank of Chile Working Papers 222) | Abstract
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| Interest rate risk and bank net | | interest margins, by William B English (Bank for International Settlements Quarterly Review 0212g) | Full text |
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| | | Interest on Reserves and Inflation, by Liviatan Nissan, Frish Roni (Bank of Israel Research - Discussion Papers dp0503) | Abstract
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| | | Interest on Reserves and Monetary Policy, by Marvin Goodfriend (New York Fed Economic policy review 0205good) | Full text |
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| The Impact of Paying | | Interest on Reserves in the Presence of Government Deficit Financing, by Mark G. Guzman (Dallas Fed Working Papers wp0406) | Full text |
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| Foreign-currency bonds: currency choice and the role of uncovered and covered | | interest parity, by Maurizio Michael Habib and Mark Joy (European Central Bank Working papers 947) | Full text |
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| Uncovered | | interest parity at distant horizons: evidence on emerging economies & nonlinearities, by Arnaud Mehl and Lorenzo Cappiello (European Central Bank Working papers 801) | Full text |
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| Testing Uncovered | | Interest Parity: A Continuous-Time Approach, by Antonio Diez de los Rios and Enrique Sentana (Bank of Canada Working papers 2007-53) | Abstract
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| Uncovered | | Interest Parity: It Works, But Not For Long, by Alain P. Chaboud; Jonathan H. Wright (Federal Reserve Board International Financial Discussion Papers 2003-752) | Abstract
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| An Evaluation of MLE in a Model of the Nonlinear Continuous-Time Short-Term | | Interest Rate, by Ingrid Lo (Bank of Canada Working papers 2005-45) | Abstract
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| (Un)naturally low? Sequential Monte Carlo tracking of the US natural | | interest rate, by Marco J. Lombardi and Silvia Sgherri (European Central Bank Working papers 794) | Full text |
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| (Un)naturally Low? Sequential Monte Carlo Tracking of the US Natural | | Interest Rate, by Marco Lombardi and Silvia Sgherri (Netherlands Bank DNB Working Papers 142) | Full text |
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| Optimal and Simple Monetary Policy Rules with Zero Floor on the Nominal | | Interest Rate, by Anton Nakov (Bank of Spain Working Papers 0637) | Abstract
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| Optimal and Simple Monetary Policy Rules with Zero Floor on the Nominal | | Interest Rate, by by Anton Nakov (IJCB International Journal of Central Banking 08q2a3) | Abstract
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| Market power and bank | | interest rate adjustments., by Raquel Lago-González and Vicente Salas-Fumás (Bank of Spain Working Papers 0539) | Abstract
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| Nonlinear dynamics of | | interest rate and inflation, by Markku Lanne (Bank of Finland Discussion Papers 2002/21) | Abstract
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| Incomplete Markets and Households' Exposure to | | Interest Rate and Inflation Risk: Implications for the Monetary Policy Maker, by Andrea Pescatori (Cleveland Fed Working papers WP07-09) | Full text |
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| On the Implementation of Markov-Perfect | | Interest Rate and Money Supply Rules: Global and Local Uniqueness, by Michael Dotsey (Philadelphia Fed Working Papers 08-30) | Full text |
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| The informational content of empirical measures of real | | interest rate and output gaps for the United Kingdom, by Jens D J Larsen and Jack McKeown (Bank of England Working papers 224) | Abstract
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| Inflation Expectations, Real | | Interest Rate and Risk Premiums—Evidence from Bond Market and Consumer Survey Data, by Dong Fu (Dallas Fed Working Papers wp0705) | Full text |
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| Model misspecification, the equilibrium natural | | interest rate and the equity premium, by Oreste Tristani (European Central Bank Working papers 808) | Full text |
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| The natural real | | interest rate and the output gap in the euro area: a joint estimation, by Julien Garnier and Bjřrn-Roger Wilhelmsen (European Central Bank Working papers 546) | Full text |
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| The natural real | | interest rate and the output gap in the euro area: A joint estimation, by Julien Garnier and Bjřrn-Roger Wilhelmsen (Central Bank of Norway Working Papers 2005/14) | Full text |
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| Using a Long-Term | | Interest Rate as the Monetary Policy Instrument, by Bruce McGough, Glenn Rudebusch and John C. Williams (San Francisco Fed Working Papers 2004-22) | Full text |
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| Socially Excessive Bankruptcy Costs and the Benefits of | | Interest Rate Ceilings on Loans, by Marco A. Espinosa-Vega and Bruce D. Smith (Atlanta Fed Working papers 2001-27) | Abstract
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| Estimating market probabilities of future | | interest rate changes, by Martin Hlušek (Czech National Bank Working papers 2002/02) | Abstract
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| Exchange and | | interest rate channels during a deflationary era - Evidence from Japan, Hong Kong and China, by Aaron Mehrotra (Bank of Finland BOFIT Discussion Papers 2005/17) | Abstract
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| Spill-over effects of monetary policy - a progress report on | | interest rate convergence in Europe, by Michael Flad (Deutsche Bundesbank Discussion Papers 200727) | Full text |
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| Evaluating | | Interest Rate Covariance Models within a Value-at-Risk Framework, by Miguel A. Ferreira and Jose A. Lopez (San Francisco Fed Working Papers 2004-03) | Full text |
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| Is a Word to the Wise Indeed Enough? ECB Statements and the Predictibility of | | Interest Rate Decisions, by David-Jan Jansen and Jakob de Haan (Netherlands Bank DNB Working Papers 075) | Full text |
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| Assessing the compensation for volatility risk implicit in | | interest rate derivatives, by Fabio Fornari (European Central Bank Working papers 859) | Full text |
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| Do Nonfinancial Firms Use | | Interest Rate Derivatives to Hedge?, by Daniel Covitz and Steven A. Sharpe (Federal Reserve Board FEDS series 2005-39) | Abstract
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| | | Interest rate determination in the interbank market, by Vítor Gaspar, Gabriel Pérez Quirós and Hugo Rodriguez Mendizábal (European Central Bank Working papers 351) | Full text |
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| | | Interest rate determination in the interbank market, by Vítor Gaspar, Gabriel Pérez Quirós and Hugo Rodríguez Mendizábal (Bank of Spain Working Papers 0407) | Abstract
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| | | Interest rate dispersion in deposit and loan markets, by Alfredo Martín, Jesús Saurina and Vicente Salas (Bank of Spain Working Papers 0506) | Abstract
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| Mortgage | | interest rate dispersion in the euro area, by Christoffer Kok Sřrensen and Jung-Duk Lichtenberger (European Central Bank Working papers 733) | Full text |
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| Linear Cointegration of Nonlinear Time Series with an Application to | | Interest Rate Dynamics, by Barry E. Jones and Travis D. Nesmith (Federal Reserve Board FEDS series 2007-03) | Abstract
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| New Evidence on the | | Interest Rate Effects of Budget Deficits and Debt, by Thomas Laubach (Federal Reserve Board FEDS series 2003-12) | Abstract
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| Extraction of US Dollar | | Interest Rate Expectations from Derivative Prices, by Ip-wing Yu, Rex Tang and Angela Sze (Hong Kong Monetary Authority Working Papers RM2002-06) | Full text |
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| Measuring | | Interest Rate Expectations in Canada, by Johnson, Grahame (Bank of Canada Working papers 2003-26) | Abstract
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| News and | | Interest Rate Expectations: A Study of Six Central Banks, by Ellis Connolly and Marion Kohler (Reserve Bank of Australia Research Discussion Papers RDP2004-10) | Abstract
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| Endogenous Financial Constraints: Persistence and | | Interest Rate Fluctuations, by Juan Pablo Medina (Central Bank of Chile Working Papers 290) | Abstract
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| Bond pricing when the short term | | interest rate follows a threshold process, by Wolfgang Lemke, Theofanis Archontakis (Deutsche Bundesbank Discussion Papers 200606) | Full text |
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| Estimating a time varying neutral real | | interest rate for New Zealand, by Olivier Basdevant, Nils Björksten and Özer Karagedikli (Reserve Bank of New Zealand Discussion Papers DP2004/01) | Abstract
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| Term Structure Estimation with Survey Data on | | Interest Rate Forecasts, by Don H. Kim and Athanasios Orphanides (Federal Reserve Board FEDS series 2005-48) | Abstract
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| Are Constant | | Interest Rate Forecasts Modest Interventions? Evidence from an Estimated Open Economy DSGE Model of the Euro Area, by Malin Adolfson , Stefan Laséen , Jesper Lindé and Mattias Villani (Sveriges Riksbank Working Papers No180) | Abstract
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| The Reliability of Macroeconomic Forecasts based on Real | | Interest Rate Gap Estimates in Real Time: an Assessment for the Euro Area, by Jean-Stéphane Mésonnier (Bank of France Working Papers Nr 157) | Abstract
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| The Real | | Interest Rate Gap: Measurement and Application, by Christensen, Anders Mřller (Danmarks Nationalbank Working papers WP06/2002) | Abstract
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| Interpreting the Significance of the Lagged | | Interest Rate in Estimated Monetary Policy Rules, by William B. English, William R. Nelson, and Brian P. Sack (Federal Reserve Board FEDS series 2002-24) | Abstract
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| The determinants of the overnight | | interest rate in the euro area, by Julius Moschitz (European Central Bank Working papers 393) | Full text |
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| Persistence and the Role of Exchange Rate and | | Interest Rate Inertia in Monetary Policy, by Rodrigo Caputo (Central Bank of Chile Working Papers 300) | Abstract
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| Equal Size, Equal Role? | | Interest Rate Interdependence Between the Euro Area and the United States, by Michael Ehrmann; Marcel Fratzscher (Federal Reserve Board International Financial Discussion Papers 2004-800) | Abstract
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| Life-cycle patterns of | | interest rate markups in small firm finance, by Moshe Kim, Eirik Gaard Kristiansen and Bent Vale (Central Bank of Norway Working Papers 2007/04) | Abstract
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| The Composite | | Interest Rate of Hong Kong - A New Data Series, by Market Research Division (Hong Kong Monetary Authority Working Papers RM2005-26) | Full text |
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| The Effect of | | Interest Rate Options Hedging on Term-Structure Dynamics, by John Kambhu and Patricia C. Mosser (New York Fed Economic policy review 0112kamb) | Abstract
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| Emerging Market Liberalization and the Impact on Uncovered | | Interest Rate Parity, by Bill Francis, Iftekhar Hasan, and Delroy Hunter (Atlanta Fed Working papers 2002-16) | Abstract
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| Incomplete | | Interest Rate Pass-Through and Optimal Monetary Policy, by by Teruyoshi Kobayashi (IJCB International Journal of Central Banking 08q3a4) | Abstract
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| | | Interest rate pass-through in Hungary, by Horváth Csilla - Krekó Judit - Naszódi Anna (Magyar Nemzeti Bank Working papers 2004/08) | Abstract
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| Impact of bank competition on the | | interest rate pass-through in the euro area, by Michiel van Leuvensteijn, Christoffer Kok Sřrensen (European Central Bank Working papers 885) | Full text |
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| Bank | | interest rate pass-through in the euro area: a cross country comparison, by Christoffer Kok Sřrensen and Thomas Werner (European Central Bank Working papers 580) | Full text |
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| Impact of bank competition on the | | interest rate pass-through in the euro area, by M. van leuvensteijn, C. Kok Sřrensen, J.A. Bikker and A.A.R.J.M. van Rixtel (Netherlands Bank DNB Working Papers 171) | Full text |
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| Impact of bank competition on the | | interest rate pass-through in the euro area (835 KB), by Michiel van Leuvensteijn, Christoffer Kok Sřrensen, Jacob A. Bikker and Adrian van Rixtel (Bank of Spain Working Papers 0828) | Abstract
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| | | Interest Rate Pass-Through, Monetary Policy Rules and Macroeconomic Stability, by Claudia Kwapil and Johann Scharler (Austrian National Bank Working Papers WP118) | Abstract
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| Retail Bank | | Interest Rate Pass-Through: Is Chile Atypical?, by Marco A. Espinosa-Vega , Alessandro Rebucci (Central Bank of Chile Working Papers 221) | Abstract
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| Retail bank | | interest rate pass-through: new evidence at the euro area level, by Gabe de Bondt (European Central Bank Working papers No.136) | Full text |
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| Retail | | Interest Rate Pass-Through: The Irish Experience, by Don Bredin, Trevor Fitzpatrick and Gerard O'Reilly (Central Bank of Ireland Research Technical Papers 01/RT/06) | Abstract
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| When does an interest rate path "look good"? Criteria for an appropriate future | | interest rate path, by Jan F. Qvigstad (Central Bank of Norway Working Papers 2006/05) | Full text |
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| When does an | | interest rate path "look good"? Criteria for an appropriate future interest rate path, by Jan F. Qvigstad (Central Bank of Norway Working Papers 2006/05) | Full text |
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| The Expected | | Interest Rate Path: Alignment of Expectations vs. Creative Opacity, by by Pierre Gosselin, Aileen Lotz and Charles Wyplosz (IJCB International Journal of Central Banking 08q3a6) | Abstract
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| Real | | Interest Rate Persistence: Evidence and Implications, by Christopher J. Neely, and David E. Rapach (St Louis Fed Working Papers 2008-018) | Abstract
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| Friedman's money supply rule vs optimal | | interest rate policy, by George W. Evans - Seppo Honkapohja (Bank of Finland Discussion Papers 2003/10) | Abstract
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| Labor Market Search and | | Interest Rate Policy, by Takushi Kurozumi and Willem VanZandweghe (Kansas City Fed Working Papers 08-03) | Abstract
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| Differences in | | Interest Rate Policy at the ECB and the Fed : An Investigation with a Medium-Scale DSGE Model, by Frank Smets and Jean-Guillaume Sahuc (Bank of France Working Papers Nr 182) | Abstract
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| Central Bank Interventions, Communication and | | Interest Rate Policy in Emerging European Economies, by Balázs Egert (Austrian National Bank Working Papers WP134) | Abstract
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| Foreign exchange interventions and | | interest rate policy in the Czech Republic: Hand in glove?, by Balázs Égert, Luboš Komárek (Czech National Bank Working papers 2005/07) | Abstract
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| Investment and | | Interest Rate Policy: A Discrete Time Analysis, by Charles T. Carlstrom and Timothy S. Fuerst (Cleveland Fed Working papers WP03-20) | Full text |
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| Revealing the Secrets of the Temple: The Value of Publishing Central Bank | | Interest Rate Projections, by Rudebusch, Williams (San Francisco Fed Working Papers 2006-31) | Full text |
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| | | Interest rate reaction functions and the Taylor rule in the euro area, by Petra Gerlach-Kristen (European Central Bank Working papers No.258) | Full text |
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| | | Interest rate risk and bank net interest margins, by William B English (Bank for International Settlements Quarterly Review 0212g) | Full text |
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| | | Interest Rate Risk in the Pricing Of Banks' Mortgage Lending, by Jim Wong, Laurence Fung, Tom Fong and Cho-hoi Hui (Hong Kong Monetary Authority Working Papers RM2005-05) | Full text |
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| The integrated impact of credit and | | interest rate risk on banks: an economic value and capital adequacy perspective, by Mathias Drehmann, Steffen Sorensen and Marco Stringa (Bank of England Working papers 339) | Abstract
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| How and Why Do Small Firms Manage | | Interest Rate Risk?Evidence from Commercial Loans, by James Vickery (New York Fed Staff reports 215) | Abstract
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| Central bank misperceptions and the role of money in | | interest rate rules, by Guenter Beck, Volker Wieland (National Bank of Belgium Working Papers 147) | Abstract
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| Openness and equilibrium determinacy under | | interest rate rules, by Fiorella De Fiore and Zheng Liu (European Central Bank Working papers No.173) | Full text |
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| Rule-of-thumb consumers and the design of | | interest rate rules, by Jordi Galí , J. David López Salido and Javier Vallés (Bank of Spain Working Papers 0320) | Abstract
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| Actual Federal Reserve Policy Behavior and | | Interest Rate Rules, by Ray C. Fair (New York Fed Economic policy review 0103fair) | Abstract
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| Capital and Macroeconomic Instability in a Discrete-Time Model with Forward-Looking | | Interest Rate Rules, by Kevin X. D. Huang and Qinglai Meng (Philadelphia Fed Working Papers wp07-04) | Full text |
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| | | Interest Rate Rules and Multiple Equilibria in the Small Open Economy, by Luis-Felipe Zanna (Federal Reserve Board International Financial Discussion Papers 2003-785) | Abstract
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| Simple | | interest rate rules with a role for money, by Michael Scharnagl, Christina Gerberding, Franz Seitz (Deutsche Bundesbank Discussion Papers 200731) | Full text |
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| Determinacy of | | interest rate rules with bond transaction services in a cashless economy, by Massimiliano Marzo – Paolo Zagaglia (Bank of Finland Discussion Papers 2008/24) | Abstract
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| Central Bank misperceptions and the role of money in | | interest rate rules., by Guenter W. Beck and Volker Wieland (European Central Bank Working papers 967) | Full text |
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| | | Interest Rate Rules, Endogenous Cycles, and Chaotic Dynamics in Open Economies, by Marco Airaudo; Luis-Felipe Zanna (Federal Reserve Board International Financial Discussion Papers 2005-849) | Abstract
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| Money-based | | interest rate rules: lessons from German data, by Christina Gerberding, Franz Seitz, Andreas Worms (Deutsche Bundesbank Discussion Papers 200706) | Full text |
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| Which | | interest rate scenario is the worst one for a bank? Evidence from a tracking bank approach for German savings and cooperative banks, by Christoph Memmel (Deutsche Bundesbank Banking Supervision Discussion Papers 200807) | Full text |
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| Banks' option to lend, | | interest rate sensitivity, and credit availability, by Iftekhar Hasan - Sudipto Sarkar (Bank of Finland Discussion Papers 2002/15) | Abstract
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| | | Interest Rate Setting by the ECB, 1999-2006: Words and Deeds, by by Stefan Gerlach (IJCB International Journal of Central Banking 07q3a1) | Abstract
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| The Impact of | | Interest Rate Shocks, by Wensheng Peng, Kitty Lai, Frank Leung and Chang Shu (Hong Kong Monetary Authority Working Papers RM2003-07) | Full text |
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| Optimal Fiscal Policy in a Small Open Economy with Incomplete Markets and | | Interest Rate Shocks, by Cortés Espada Josué Fernando (Bank of Mexico Working Papers 2006-09) | Full text |
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| Implied | | Interest Rate Skew, Term Premiums, and the "Conundrum", by J. Benson Durham (Federal Reserve Board FEDS series 2007-55) | Abstract
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| The Taylor Principle, | | Interest Rate Smoothing and Fed Policy in the 1970s and 1980s, by Yash P. Mehra (Richmond Fed Working Papers 02-03) | Abstract
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| The Taylor Principle, | | Interest Rate Smoothing and Fed Policy in the 1970s and 1980s, by Yash P. Mehra (Richmond Fed Working Papers 01-05) | Abstract
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| Describing the Fed's conduct with Taylor rules: is | | interest rate smoothing important?, by Efrem Castelnuovo (European Central Bank Working papers No.232) | Full text |
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| The Real | | Interest Rate Spread as a Monetary Policy Indicator, by Frank Browne and Mary Everett (Central Bank of Ireland Research Technical Papers 06/RT/06) | Abstract
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| | | Interest Rate Spreads, by Priscilla Chiu, Kitty Lai, Simon Wong and Frank Leung (Hong Kong Monetary Authority Working Papers RM2001-03) | Full text |
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| Modelling short-term | | interest rate spreads in the euro money market, by Nuno Cassola and Claudio Morana (European Central Bank Working papers 982) | Full text |
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| Modeling Short-Term | | Interest Rate Spreads in the Euro Money Market, by by Nuno Cassola and Claudio Morana (IJCB International Journal of Central Banking 08q4a1) | Abstract
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| | | Interest Rate Structure and Monetary Policy Implementation in Mainland China, by Wensheng Peng, Hongyi Chen and Weiwei Fan (Hong Kong Monetary Authority China Economic Issues 200601) | Full text |
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| The euro | | interest rate swap market, by Eli M Remolona and Philip D Wooldridge (Bank for International Settlements Quarterly Review 0303f) | Full text |
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| Trading Risk and Volatility in | | Interest Rate Swap Spreads, by John Kambhu (New York Fed Staff reports 178) | Abstract
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| Fiscal policy events and | | interest rate swap spreads: evidence from the EU, by António Afonso and Rolf Strauch (European Central Bank Working papers 303) | Full text |
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| Counterparty Credit Risk in | | Interest Rate Swaps during Times of Market Stress, by Antulio N. Bomfim (Federal Reserve Board FEDS series 2003-9) | Abstract
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| Money supply and the implementation of | | interest rate targets, by Andreas Schabert (European Central Bank Working papers 483) | Full text |
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| Genetic algorithm estimation of | | interest rate term structure, by Ricardo Gimeno and Juan M. Nave (Bank of Spain Working Papers 0634) | Abstract
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| Irreversible investment under | | interest rate variability: new results, by Luis H.R. Alvarez - Erkki Koskela (Bank of Finland Discussion Papers 2003/29) | Abstract
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| | | Interest Rate Versus Money Supply Instruments: On the Implementation of Markov-Perfect Optimal Monetary Policy, by Michael Dotsey and Andreas Hornstein (Philadelphia Fed Working Papers wp07-27) | Full text |
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| The rise and fall of US dollar | | interest rate volatility: evidence from swaptions, by Fabio Fornari (Bank for International Settlements Quarterly Review 0509g) | Abstract
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| Housing Construction Cycles and | | Interest Rates, by Laura Berger-Thomson and Luci Ellis (Reserve Bank of Australia Research Discussion Papers RDP2004-08) | Abstract
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| Characterizing the Brazilian Term Structure of | | Interest Rates, by Osmani T. Guillen and Benjamin M. Tabak (Central Bank of Brazil Working Papers 158) | Abstract
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| Monetary Policy Surprises and the Brazilian Term Structure of | | Interest Rates, by Benjamin Miranda Tabak (Central Bank of Brazil Working Papers 070) | Abstract
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| McCallum Rules, Exchange Rates, and the Term Structure of | | Interest Rates, by Antonio Diez de los Rios (Bank of Canada Working papers 2008-43) | Abstract
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| An Empirical Analysis of the Canadian Term Structure of Zero-Coupon | | Interest Rates, by David J. Bolder, Grahame Johnson, and Adam Metzler (Bank of Canada Working papers 2004-48) | Abstract
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| Exact Tests of Equal Forecast Accuracy with an Application to the Term Structure of | | Interest Rates, by Richard Luger (Bank of Canada Working papers 2004-2) | Abstract
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| Predictions of short-term rates and the expectations hypothesis of the term structure of | | interest rates, by Massimo Guidolin and Daniel L. Thornton (European Central Bank Working papers 977) | Full text |
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| An application of index numbers theory to | | interest rates, by Javier Huerga and Lucia Steklacova (European Central Bank Working papers 939) | Full text |
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| Financial dollarization: the role of banks and | | interest rates, by Henrique S. Basso (European Central Bank Working papers 748) | Full text |
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| Inflation risk premia in the term structure of | | interest rates, by Peter Hördahl and Oreste Tristani (European Central Bank Working papers 734) | Full text |
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| Optimal monetary policy under discretion with a zero bound on nominal | | interest rates, by Klaus Adam and Roberto M. Billi (European Central Bank Working papers 380) | Full text |
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| Optimal monetary policy under commitment with a zero bound on nominal | | interest rates, by Klaus Adam and Roberto M. Billi (European Central Bank Working papers 377) | Full text |
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| Exchange-rate policy and the zero bound on nominal | | interest rates, by Günter Coenen and Volker Wieland (European Central Bank Working papers 350) | Full text |
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| Integration in euro area retail banking markets - convergence of credit | | interest rates, by Laura Vajanne (Bank of Finland Discussion Papers 2007/27) | Abstract
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| Alternative Tests of the Expectations Hypothesis of the Term Structure of | | Interest Rates, by Don Bredin (Central Bank of Ireland Research Technical Papers 01/RT/02) | Abstract
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| Estimating the makam yield curve and deriving forward | | interest rates, by Stein Roy (Bank of Israel Monetary Studies - Discussion Papers mns0703) | Abstract
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| The Forward Premium of Euro | | Interest Rates, by Sónia Costa, Ana Beatriz Galvăo (Bank of Portugal Working papers 2007-02) | Abstract
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| Monetary Policy with State Contingent | | Interest Rates, by Bernardino Adăo, Isabel Horta Correia, Pedro Teles (Bank of Portugal Working papers 2004-18) | Abstract
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| Taylor Rules and the Predictability of | | Interest Rates, by Paul Söderlind , Ulf Söderström and Anders Vredin (Sveriges Riksbank Working Papers No147) | Abstract
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| Monetary Policy Signaling and Movements in the Swedish Term Structure of | | Interest Rates, by Malin Andersson , Hans Dillén and Peter Sellin (Sveriges Riksbank Working Papers No132) | Abstract
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| An Orthogonal Polynomial Approach to Estimate the Term Structure of | | Interest Rates, by Hans-Jürg Büttler (Swiss National Bank Working Papers 2007-08) | Abstract
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| Credit spreads on sterling corporate bonds and the term structure of UK | | interest rates, by Jeremy Leake (Bank of England Working papers 202) | Abstract
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| The inflation risk premium in the term structure of | | interest rates, by Peter Hördahl (Bank for International Settlements Quarterly Review 0809e) | Abstract
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| The changing information content of market | | interest rates, by Vincent Reinhart and Brian Sack (Bank for International Settlements Quarterly Review 0206e) | Full text |
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| Inflation risk premia in the term structure of | | interest rates, by Peter Hördahl and Oreste Tristani (Bank for International Settlements Working papers 228) | Abstract
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| An equilibrum model of "global imbalances" and low | | interest rates, by Ricardo J Caballero, Emmanuel Farhi and Pierre-Olivier Gourinchas (Bank for International Settlements Working papers 222) | Abstract
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| Currency crises and the informational role of | | interest rates, by Nikola A Tarashev (Bank for International Settlements Working papers 135) | Abstract
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| A defence of the expectations theory as a model of us long-term | | interest rates, by Gregory D Sutton (Bank for International Settlements Working papers 085) | Abstract
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| Racial Dispersion in Consumer Credit | | Interest Rates, by Wendy Edelberg (Federal Reserve Board FEDS series 2007-28) | Abstract
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| Expectations Formation and the Effectiveness of Strategies for Limiting the Consequences of the Zero Bound on | | Interest Rates, by David L. Reifschneider and John M. Roberts (Federal Reserve Board FEDS series 2005-70) | Abstract
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| Multimarket Bank Pricing: An Empirical Investigation of Deposit | | Interest Rates, by Timothy H. Hannan and Robin A. Prager (Federal Reserve Board FEDS series 2004-38) | Abstract
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| Federal Reserve Transparency and Financial Market Forecasts of Short-Term | | Interest Rates, by Eric T. Swanson (Federal Reserve Board FEDS series 2004-6) | Abstract
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