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 Full text |
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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 |
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| 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 Full text |
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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 Full text |
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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 Full text |
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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 Full text |
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| Monetary Policy and the | | Yield Curve, by Antulio N. Bomfim (Federal Reserve Board FEDS series 2003-15) | Abstract Full text |
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| Bond Positions, Expectations, and the | | Yield Curve, by Monika Piazzesi and Martin Schneider (Atlanta Fed Working papers 2008-02) | Abstract Full text |
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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 |
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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 TIPS | | Yield Curve and Inflation Compensation, by Refet S. Gürkaynak, Brian Sack, and Jonathan H. Wright (Federal Reserve Board FEDS series 2008-05) | Abstract
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| The | | yield curve and macroeconomic dynamics, by Peter Hördahl (European Central Bank Working papers 832) | Full text |
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| The | | Yield Curve and Predicting Recessions, by Jonathan H. Wright (Federal Reserve Board FEDS series 2006-07) | Abstract Full text |
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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 Full text |
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| The | | yield curve as a predictor and emerging economies, by Arnaud Mehl (European Central Bank Working papers 691) | Full text |
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| The | | yield curve as a predictor and emerging economies, by Arnaud Mehl (Bank of Finland BOFIT Discussion Papers 2006/18) | Abstract Full text |
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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 |
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| 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 Full text |
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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 Full text |
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| | | Yield curve prediction for the strategic investor, by Carlos Bernadell (European Central Bank Working papers 472) | Full text |
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| 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 Full text |
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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 |
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| Comments on Piazzesi and Schneider's %22Bond Positions, Expectations, and the | | Yield Curve%22, by Jon Faust (Atlanta Fed Working papers 2008-04) | Abstract Full text |
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| The functional form of | | yield curves, by Vincent Brousseau (European Central Bank Working papers No.148) | Full text |
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| The emergence of new benchmark | | yield curves, by Philip D Wooldridge (Bank for International Settlements Quarterly Review 0112f) | Full text |
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| 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 |
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| 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 |
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| 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 Full text |
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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 |
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| Convergence and Anchoring of | | Yield Curves in the Euro Area, by Ehrmann, Fratzscher, Gurkaynak, Swanson (San Francisco Fed Working Papers 2007-24) | Full text |
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| 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 Full text |
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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 |
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| 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 |
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| 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 |
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| Imperfect information, macroeconomic dynamics and the | | yield curve: an encompassing macro-finance model, by Hans Dewachter (National Bank of Belgium Working Papers 144) | Abstract Full text |
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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 Full text |
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| Forces That Shape the | | Yield Curve: Parts 1 and 2, by Mark Fisher (Atlanta Fed Working papers 2001-3) | Abstract Full text |
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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 Full text |
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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 |
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| 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 |
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| What Does the | | Yield on Subordinated Bank Debt Measure?, by Urs W. Birchler and Diana Hancock (Federal Reserve Board FEDS series 2004-19) | Abstract Full text |
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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 |
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| Forecasting the price of crude oil via convenience | | yield predictions, by Thomas A. Knetsch (Deutsche Bundesbank Discussion Papers 200612) | Full text |
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| 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 |
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| 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 |
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| 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 |
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| Monetary Policy and the Information Content of the | | Yield Spread, by Michael Feroli (Federal Reserve Board FEDS series 2004-44) | Abstract Full text |
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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 Full text |
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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 |
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| 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 Full text |
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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 Full text |
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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 Full text |
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| Inflation Changes, | | Yield Spreads, and Threshold Effects, by Tkacz, Greg (Bank of Canada Working papers 2002-40) | Abstract Full text |
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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 Full text |
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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 |
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An international analysis of earnings, stock prices and bond | | yields , by Alain Durré and Pierre Giot (National Bank of Belgium Working Papers 073) | Abstract Full text |
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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 |
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| A Monetary Policy Rule Based on Treasury | | Yields , by Brian Sack (Federal Reserve Board FEDS series 2003-7) | Abstract Full text |
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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 Full text |
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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 |
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| 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 Full text |
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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 Full text |
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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 Full text |
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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 |
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| Currency Crashes and Bond | | Yields in Industrial Countries, by Joseph E. Gagnon (Federal Reserve Board International Financial Discussion Papers 2005-837) | Abstract Full text |
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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 Full text |
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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 Full text |
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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 |
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| Liquidity, Default, Taxes and | | Yields on Municipal Bonds, by Junbo Wang, Chunchi Wu, and Frank Zhang (Federal Reserve Board FEDS series 2005-35) | Abstract Full text |
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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 Full text |
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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 Full text |
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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 |
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| 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 Full text |
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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 Full text |
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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 |
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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 Full text |
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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 Full text |
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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 Full text |
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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 Full text |
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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 Full text |
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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 Full text |
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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 Full text |
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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 Full text |
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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 Full text |
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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 Full text |
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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 Full text |
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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 Full text |
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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 Full text |
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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 Full text |
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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 Full text |
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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 Full text |
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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 Full text |
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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 Full text |
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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 Full text |
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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 Full text |
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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 Full text |
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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 Full text |
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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 Full text |
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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 Full text |
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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 Full text |
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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 Full text |
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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 Full text |
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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 Full text |
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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 Full text |
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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 Full text |
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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 Full text |
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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 Full text |
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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 |
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| 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 Full text |
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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 |
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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 Full text |
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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 Full text |
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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 |
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| 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 Full text |
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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 |
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| | | Youth unemployment in the OECD: demographic shifts, by Juan F. Jimeno and Diego Rodriguez-Palenzuela (European Central Bank Working papers No.155) | Full text |
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The impact of | | yuan revaluation on the Asian region, by Glenn Hoggarth and Hui Tong (Bank of England Working papers 329) | Abstract Full text |
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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 Full text |
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