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Central Bank Research Hub Index - Y: yield-y2k



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year - yet | yield - y2k

A Term Structure Decomposition of the Australian

  Yield Curve, by Richard Finlay and Mark Chambers (Reserve Bank of Australia Research Discussion Papers RDP2008-09)Abstract
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The impact of ECB monetary policy decisions and communication on the   yield curve, by Claus Brand (European Central Bank Working papers 657)Full text

Extracting expectations of New Zealand's Official Cash Rate from the bank-risk   yield curve, by Leo Krippner (Reserve Bank of New Zealand Discussion Papers DP2002/01)Abstract
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Understanding the real rate conundrum: an application of no-arbitrage finance models to the UK real   yield curve, by Michael Joyce, Iryna Kaminska and Peter Lildholdt (Bank of England Working papers 358)Abstract
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A no-arbitrage structural vector autoregressive model of the UK   yield curve, by Iryna Kaminska (Bank of England Working papers 357)Abstract
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An affine macro-factor model of the UK   yield curve, by Peter Lildholdt, Nikolaos Panigirtzoglou and Chris Peacock (Bank of England Working papers 322)Abstract
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Monetary Policy and the   Yield Curve, by Antulio N. Bomfim (Federal Reserve Board FEDS series 2003-15)Abstract
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Bond Positions, Expectations, and the   Yield Curve, by Monika Piazzesi and Martin Schneider (Atlanta Fed Working papers 2008-02)Abstract
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Forecasting Recessions: The Puzzle of the Enduring Power of the   Yield Curve, by Rudebusch, Williams (San Francisco Fed Working Papers 2007-16)Full text

Estimating the makam   yield curve and deriving forward interest rates, by Stein Roy (Bank of Israel Monetary Studies - Discussion Papers mns0703)Abstract

The TIPS   Yield Curve and Inflation Compensation, by Refet S. Gürkaynak, Brian Sack, and Jonathan H. Wright (Federal Reserve Board FEDS series 2008-05)Abstract

The   yield curve and macroeconomic dynamics, by Peter Hördahl (European Central Bank Working papers 832)Full text

The   Yield Curve and Predicting Recessions, by Jonathan H. Wright (Federal Reserve Board FEDS series 2006-07)Abstract
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The   Yield Curve as a Leading Indicator: Some Practical Issues, by Arturo Estrella and Mary R. Trubin (New York Fed Current issues ci12-05)Abstract
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The   yield curve as a predictor and emerging economies, by Arnaud Mehl (European Central Bank Working papers 691)Full text

The   yield curve as a predictor and emerging economies, by Arnaud Mehl (Bank of Finland BOFIT Discussion Papers 2006/18)Abstract
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Forecasting the   yield curve in a data-rich environment: a no-arbitrage factor-augmented VAR approach (forthcoming), by Emanuel Mönch (European Central Bank Working papers 544)Full text

Monetary Transmission and the   Yield Curve in a Small Open Economy, by Mariano Kulish and Daniel Rees (Reserve Bank of Australia Research Discussion Papers RDP2008-03)Abstract
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Exponentials, Polynomials, and Fourier Series: More   Yield Curve Modelling at the Bank of Canada, by Bolder, David Jamieson and Scott Gusba (Bank of Canada Working papers 2002-29)Abstract
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  Yield curve prediction for the strategic investor, by Carlos Bernadell (European Central Bank Working papers 472)Full text

What Does the   Yield Curve Tell Us About the Federal Reserve's Implicit Inflation Target?, by Taeyoung Doh (Kansas City Fed Working Papers RWP07-10)Abstract
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Modelling and Forecasting the   Yield Curve under Model uncertainty, by Paola Donati and Francesco Donati (European Central Bank Working papers 917)Full text

Comments on Piazzesi and Schneider's %22Bond Positions, Expectations, and the   Yield Curve%22, by Jon Faust (Atlanta Fed Working papers 2008-04)Abstract
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The functional form of   yield curves, by Vincent Brousseau (European Central Bank Working papers No.148)Full text

The emergence of new benchmark   yield curves, by Philip D Wooldridge (Bank for International Settlements Quarterly Review 0112f)Full text

Extracting market expectations from   yield curves augmented by money market interest rates: the case of Japan, by Teppei Nagano and Naohiko Baba (European Central Bank Working papers 980)Full text

Estimation of Zero-Coupon   Yield Curves Based on Exchange Fund Bills and Notes in Hong Kong, by Ip-wing Yu and Laurence Fung (Hong Kong Monetary Authority Working Papers RM2002-09)Full text

The estimation of nominal and real   yield curves from government bonds in Israel, by Wiener Zvi, Pomposhko Helena (Bank of Israel Monetary Studies - Discussion Papers mns0603)Abstract
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Convergence and anchoring of   yield curves in the euro area, by Michael Ehrmann, Marcel Fratzscher (European Central Bank Working papers 817)Full text

Convergence and Anchoring of   Yield Curves in the Euro Area, by Ehrmann, Fratzscher, Gurkaynak, Swanson (San Francisco Fed Working Papers 2007-24)Full text

Modelling Sovereign Bond   Yield Curves of the US, Japan and Germany, by Chi-sang Tam and Ip-wing Yu (Hong Kong Monetary Authority Working Papers WP07_09)Abstract
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Forecasting with the   Yield Curve; Level, Slope, and Output 1875-1997, by Michael D. Bordo and Joseph G. Haubrich (Cleveland Fed Working papers WP06-11)Full text

The   Yield Curve, Recessions, and the Credibility of the Monetary Regime: Long-run Evidence, 1875-1997, by Michael D. Bordo and Joseph G. Haubrich (Cleveland Fed Working papers WP04-02)Full text

The Macroeconomy and the   Yield Curve: A Nonstructural Analysis, by Francis X. Diebold, Glenn D. Rudebusch and S. Boragan Aruoba (San Francisco Fed Working Papers 2003-18)Full text

Imperfect information, macroeconomic dynamics and the   yield curve: an encompassing macro-finance model, by Hans Dewachter (National Bank of Belgium Working Papers 144)Abstract
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The Canadian Macroeconomy and the   Yield Curve: An Equilibrium-Based Approach, by René Garcia and Richard Luger (Bank of Canada Working papers 2005-36)Abstract
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Forces That Shape the   Yield Curve: Parts 1 and 2, by Mark Fisher (Atlanta Fed Working papers 2001-3)Abstract
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The U.S. Treasury   Yield Curve: 1961 to the Present, by Refet S. Gurkaynak, Brian Sack, and Jonathan H. Wright (Federal Reserve Board FEDS series 2006-28)Abstract
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Euro area sovereign   yield dynamics: the role of order imbalance, by Albert J. Menkveld (European Central Bank Working papers 385)Full text

What Does the   Yield on Subordinated Bank Debt Measure?, by Birchler, Urs W. and Diana Hancock (Swiss National Bank Working Papers 2004-02)Full text

What Does the   Yield on Subordinated Bank Debt Measure?, by Urs W. Birchler and Diana Hancock (Federal Reserve Board FEDS series 2004-19)Abstract
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Uncovering   Yield Parity: A new insight into the UIP puzzle through the stationarity of long maturity forward rates, by Zsolt Darvas, Gábor Rappai, Zoltán Schepp (Netherlands Bank DNB Working Papers 098)Full text

Forecasting the price of crude oil via convenience   yield predictions, by Thomas A. Knetsch (Deutsche Bundesbank Discussion Papers 200612)Full text

The high-   yield segment of the corporate bond market: a diffusion modelling approach for the United States, the United Kingdom and the euro area, by Gabe de Bondt and David Marqués (European Central Bank Working papers 313)Full text

When Do Matched-Model and Hedonic Techniques   Yield Similar Measures?, by Mark Doms, Ana Aizcorbe and Carol Corrado (San Francisco Fed Working Papers 2003-14)Full text

Investigating time-variation in the marginal predictive power of the   yield spread, by Luca Benati and Charles Goodhart (European Central Bank Working papers 802)Full text

Monetary Policy and the Information Content of the   Yield Spread, by Michael Feroli (Federal Reserve Board FEDS series 2004-44)Abstract
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Does the Israeli   Yield Spread Contain Leading Signals? A Trial of Dynamic Ordered Probit, by Suchoy Tanya (Bank of Israel Research - Discussion Papers dp0418)Abstract
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Does the   yield spread predict recessions in the euro area?, by Fabio Moneta (European Central Bank Working papers 294)Full text

Insolvency or Liquidity Squeeze? Explaining Very Short-Term Corporate   Yield Spreads, by Dan Covitz and Chris Downing (Federal Reserve Board FEDS series 2002-45)Abstract
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How Do FOMC Actions and U.S. Macroeconomic Data Announcements Move Brazilian Sovereign   Yield Spreads and Stock Prices?, by Patrice Robitaille and Jennifer E. Roush (Federal Reserve Board International Financial Discussion Papers 2006-868)Abstract
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Sub-Debt   Yield Spreads as Bank Risk Measures, by Douglas D. Evanoff and Larry D. Wall (Atlanta Fed Working papers 2001-11)Abstract
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Inflation Changes,   Yield Spreads, and Threshold Effects, by Tkacz, Greg (Bank of Canada Working papers 2002-40)Abstract
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Effects of Liquidity on the Nondefault Component of Corporate   Yield Spreads: Evidence from Intraday Transactions Data, by Song Han and Hao Zhou (Federal Reserve Board FEDS series 2008-40)Abstract
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The Bond   Yield "Conundrum" from a Macro-Finance Perspective, by Rudebusch, Swanson, Wu (San Francisco Fed Working Papers 2006-16)Full text

An international analysis of earnings, stock prices and bond

  yields , by Alain Durré and Pierre Giot (National Bank of Belgium Working Papers 073)Abstract
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An international analysis of earnings, stock prices and bond   yields , by Alain Durré and Pierre Giot (European Central Bank Working papers 515)Full text

A Monetary Policy Rule Based on Treasury   Yields , by Brian Sack (Federal Reserve Board FEDS series 2003-7)Abstract
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What Moves Sovereign Bond Markets? The Effects of Economic News on U.S. and German   Yields , by Linda Goldberg and Deborah Leonard (New York Fed Current issues ci09-09)Abstract
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Inflation Expectations and Risk Premiums in an Arbitrage-Free Model of Nominal and Real Bond   Yields , by Christensen, Lopez, Rudebusch (San Francisco Fed Working Papers 2008-34)Full text

An Arbitrage-Free Three-Factor Term Structure Model and the Recent Behavior of Long-Term   Yields and Distant-Horizon Forward Rates, by Don H. Kim and Jonathan H. Wright (Federal Reserve Board FEDS series 2005-33)Abstract
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The High-Frequency Impact of News on Long-Term   Yields and Forward Rates: Is It Real?, by Meredith J. Beechey and Jonathan H. Wright (Federal Reserve Board FEDS series 2008-39)Abstract
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The effect of payments standstills on   yields and the maturity structure of international debt, by Benjamin Martin and Adrian Penalver (Bank of England Working papers 184)Abstract
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Modeling Bond   Yields in Finance and Macroeconomics, by Francis X. Diebold, Monika Piazzesi and Glenn D. Rudebusch (San Francisco Fed Working Papers 2005-04)Full text

Currency Crashes and Bond   Yields in Industrial Countries, by Joseph E. Gagnon (Federal Reserve Board International Financial Discussion Papers 2005-837)Abstract
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Forecasting Bonds   Yields in the Brazilian Fixed Income Market, by Jose Vicente and Benjamin M. Tabak (Central Bank of Brazil Working Papers 141)Abstract
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Convergence of Government Bond   Yields in the Euro Zone: The Role of Policy Harmonization, by Denise Côté and Christopher Graham (Bank of Canada Working papers 2004-23)Abstract
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Does Inflation Targeting Anchor Long-Run Inflation Expectations? Evidence from Long-Term Bond   Yields in the U.S., U.K., and Sweden, by Gurkaynak, Levin, Swanson (San Francisco Fed Working Papers 2006-09)Full text

Liquidity, Default, Taxes and   Yields on Municipal Bonds, by Junbo Wang, Chunchi Wu, and Frank Zhang (Federal Reserve Board FEDS series 2005-35)Abstract
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Does Monetary Policy Affect Stock Prices and Treasury   Yields? An Error Correction and Simultaneous Equation Approach, by J. Benson Durham (Federal Reserve Board FEDS series 2003-10)Abstract
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Do Collective Action Clauses Influence Bond   Yields? New Evidence from Emerging Markets, by Mark Gugiatti and Anthony Richards (Reserve Bank of Australia Research Discussion Papers RDP2003-02)Abstract
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Estimating Real and Nominal Term Structures using Treasury   Yields, Inflation, Inflation Forecasts, and Inflation Swap Rates, by Joseph G Haubrich, George Pennacchi and Peter Ritchken (Cleveland Fed Working papers 0810)Full text

Measures of the Riskiness of Banking Organizations: Subordinated Debt   Yields, Risk-Based Capital, and Examination Ratings, by Douglas D. Evanoff and Larry D. Wall (Atlanta Fed Working papers 2001-25)Abstract
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A comparison of

  yield-curve fitting methods for monetary policy purposes in Hungary, by György Gyomai - Zoltán Varsányi (Magyar Nemzeti Bank Working papers 2002/06)Abstract
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Reaching for   yield: selected issues for reserve managers, by Eli M Remolona, Martijn A Schrijvers (Bank for International Settlements Quarterly Review 0309g)Full text

New Measures of Economic Growth and Productivityin Upstate New

  York , by Jaison R. Abel and Richard Deitz (New York Fed Current issues ci14-09)Abstract
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The Foreign-Born Population in Upstate New   York , by James Orr, Susan Wieler, and Joseph Pereira (New York Fed Current issues ci13-09)Abstract
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The Linkage between Regional Economic Indexes and Tax Bases: Evidence from New   York , by Jason Bram, Andrew Haughwout, James Orr, Robert Rich, (New York Fed Staff reports 188)Abstract
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New   York and New Jersey Poised for Modest Job Growth in 2005, by James Orr and Rae Rosen (New York Fed Current issues ci10-12)Abstract
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Job Growth in New   York and New Jersey: Mid-2007 Review and Outlook, by Jason Bram, James Orr, and Rae Rosen (New York Fed Current issues ci13-07)Abstract
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Fiscal Policy in New   York and New Jersey: 1977-97, by Andrew F. Haughwout (New York Fed Current issues ci07-07)Abstract
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New   York and the Politics of Central Banks, 1781 to the Federal Reserve Act, by Jon R. Moen and Ellis W. Tallman (Atlanta Fed Working papers 2003-42)Abstract
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Measuring the Effects of the September 11 Attack on New   York City, by Jason Bram , James Orr , and Carol Rapaport (New York Fed Economic policy review 0211rapa)Abstract
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Taking the Pulse of the New   York City Economy, by Jason Bram and James Orr (New York Fed Current issues ci12-04)Abstract
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New   York City Immigrants: The 1990s Wave, by Rae Rosen, Susan Wieler, and Joseph Pereira (New York Fed Current issues ci11-06)Abstract
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The Evolution of Commuting Patterns in the New   York City Metro Area, by Jason Bram and Alisdair McKay (New York Fed Current issues ci11-10)Abstract
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New   York City's Economy before and after September 11, by Jason Bram (New York Fed Current issues ci09-02)Abstract
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Has September 11 Affected New   York City's Growth Potential?, by Jason Bram , Andrew Haughwout , and James Orr (New York Fed Economic policy review 0211bram)Abstract
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Revenue Implications of New   York City's Tax System, by Jesse Edgerton, Andrew F. Haughwout, and Rae Rosen (New York Fed Current issues ci10-04)Abstract
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Poverty in New   York City, 1969-99: The Influence of Demographic Change, Income Growth, and Income Inequality, by Mark K. Levitan and Susan S. Wieler (New York Fed Economic policy review 0807levi)Abstract
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The Predictive Abilities of the New   York Fed'sEmpire State Manufacturing Survey, by Richard Deitz and Charles Steindel (New York Fed Current issues ci11-01)Abstract
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The Price of Land in the New   York Metropolitan Area, by Andrew Haughwout, James Orr, and David Bedoll (New York Fed Current issues ci14-03)Abstract
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Challenges Facing the New   York Metropolitan Area Economy, by James Orr and Giorgio Topa (New York Fed Current issues ci12-01)Abstract
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Economic Restructuring in New   York State, by Erica L. Groshen, Simon Potter, and Rebecca J. Sela (New York Fed Current issues ci10-07)Abstract
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Leading Economic Indexes for New   York State and New Jersey, by James Orr , Robert Rich , and Rae Rosen (New York Fed Economic policy review 0103orr)Abstract
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An Empirical Analysis of Specialist Trading Behavior at the New   York Stock Exchange, by Sigridur Benediktsdottir (Federal Reserve Board International Financial Discussion Papers 2006-876)Abstract
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Trading Nokia: The roles of the Helsinki vs the New   York stock exchanges, by Esa Jokivuolle and Markku Lanne (Bank of Finland Discussion Papers 2004/26)Abstract
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New   York-New Jersey Job Expansion to Moderate in 2001, by James Orr and Rae D. Rosen (New York Fed Current issues ci07-03)Abstract
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Job Declines in New   York-New Jersey Region to Slow in 2003; Modest Growth Seen for 2004, by James Orr and Rae Rosen (New York Fed Current issues ci09-07)Abstract
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Declining Manufacturing Employment in the New   York-New Jersey Region: 1969-99, by Jason Bram and Michael Anderson (New York Fed Current issues ci07-01)Abstract
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Employment in the New   York-New Jersey Region:2008 Review and Outlook, by Jason Bram, James Orr, and Rae Rosen (New York Fed Current issues ci14-07)Abstract
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Escape From New   York: The Market Impact of SEC Rule 12h-6, by Nuno Fernandes, Ugur Lel, and Darius P. Miller (Federal Reserve Board International Financial Discussion Papers 2008-945)Abstract
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Does limited access to mortgage debt explain why

  young adults live with their parents?, by Nuno Martins and Ernesto Villanueva (Bank of Spain Working Papers 0628)Abstract
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Consumer awareness and the use of payment media: evidence from   young Finnish consumers, by Ari Hyytinen – Tuomas Takalo (Bank of Finland Discussion Papers 2008/02)Abstract
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Multihoming in the market for payment media: evidence from   young Finnish cousumers, by Ari Hyytinen and Tuomas Takalo (Bank of Finland Discussion Papers 2004/25)Abstract
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Evaluating Job Search Programs for Old and   Young Individuals: Heterogeneous Impact on Unemployment Duration, by Luis Centeno, Mário Centeno, Álvaro A. Novo (Bank of Portugal Working papers 2008-06)Abstract
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Propensity Score Matching, a Distance-Based Measureof Migration, and the Wage Growth of   Young Men, by John C. Ham, Xianghong Li, and Patricia B. Reagan (New York Fed Staff reports 212)Abstract
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Local Market Scale and the Pattern of Job Changes Among   Young Men, by Christopher H. Wheeler (St Louis Fed Working Papers 2005-033)Full text

Space and Time in Macroeconomic Panel Data:   Young Workers and State-Level Unemployment Revisited, by Christopher L. Foote (Boston Fed Working papers 07-10)Abstract
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Cities and the Growth of Wages Among   Young Workers: Evidence from the NLSY, by Christopher H. Wheeler (St Louis Fed Working Papers 2005-055)Full text

What If Welfare had no Work Requirements? The Age of

  Youngest Child Exemption and the Rise in Employment of Single Mothers, by Jonathan F. Pingle (Federal Reserve Board FEDS series 2003-57)Abstract
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Borrowing From

  Yourself: 401(k) Loans and Household Balance Sheets, by Geng Li and Paul A. Smith (Federal Reserve Board FEDS series 2008-42)Abstract
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Perpetual

  youth and endogenous labour supply: a problem and a possible solution, by Guido Ascari and Neil Rankin (European Central Bank Working papers 346)Full text

Minimum Wages, Labor Market Institutions, and   Youth Employment: A Cross-National Analysis, by David Neumark and William Wascher (Federal Reserve Board FEDS series 2003-23)Abstract
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An analysis of   youth unemployment in the euro area, by Ramon Gomez-Salvador and Nadine Leiner-Killinger (European Central Bank Occasional papers 89)Full text

  Youth unemployment in the OECD: demographic shifts, by Juan F. Jimeno and Diego Rodriguez-Palenzuela (European Central Bank Working papers No.155)Full text

The impact of

  yuan revaluation on the Asian region, by Glenn Hoggarth and Hui Tong (Bank of England Working papers 329)Abstract
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  Y2K Options and the Liquidity Premium in TreasuryBond Markets, by Suresh Sundaresan and Zhenyu Wang (New York Fed Staff reports 266)Abstract
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