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Central Bank Research Hub Index - I: interdep-internac



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ibex - idiosync | ignoranc - immigran | immigrat - imperfec | implemen - imported | importin - includin | inclusio - inconsis | incorpor - indexati | indexed - indices | indirect - induced | industri - ineffici | inequali - infinite | inflatin - info | informal - insider | insiders - instead | institut - insurers | intangib - intensit | intensiv - interdea | interdep - internac | internal - interwar | intra - investig | investin - irrevers | iseq - ix

Identifying the

  interdependence between US monetary policy and the stock market, by Hilde C. Bjřrnland – Kai Leitemo (Bank of Finland Discussion Papers 2005/17)Abstract
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Identifying the   interdependence between US monetary policy and the stock market, by by Hilde C. Bjřrnland and Kai Leitemo (Economics Department) (Central Bank of Norway Working Papers 2008/04)Abstract
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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

Estimating the Chilean Natural Rate of

  Interest , by Rodrigo Fuentes; Fabián Gredig (Central Bank of Chile Working Papers 448)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

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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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

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

  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

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

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

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

(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

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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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 wp0709)Full text

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

Model misspecification, the equilibrium natural   interest rate and the equity premium, by Oreste Tristani (European Central Bank Working papers 808)Full text

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

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

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

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 2002/2)Abstract

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

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

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

Assessing the compensation for volatility risk implicit in   interest rate derivatives, by Fabio Fornari (European Central Bank Working papers 859)Full text

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

  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

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

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

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

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 Research Department (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

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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  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

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

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

  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

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

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

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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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 2005/7)Abstract

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 WP0320)Full text

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

  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

  Interest rate risk and bank net interest margins, by William B English (Bank for International Settlements Quarterly Review 0212g)Full text

  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

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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Openness and equilibrium determinacy under   interest rate rules, by Fiorella De Fiore and Zheng Liu (European Central Bank Working papers No.173)Full text

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

  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

  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

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

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

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

Implied   Interest Rate Skew, Term Premiums, and the "Conundrum", by J. Benson Durham (Federal Reserve Board FEDS series 2007-55)Abstract

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

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

  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

The euro   interest rate swap market, by Eli M Remolona and Philip D Wooldridge (Bank for International Settlements Quarterly Review 0303f)Full text

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

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

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

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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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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Financial dollarization: the role of banks and   interest rates, by Henrique S. Basso (European Central Bank Working papers 748)Full text

Inflation risk premia in the term structure of   interest rates, by Peter Hördahl and Oreste Tristani (European Central Bank Working papers 734)Full text

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

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

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

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

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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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 changing information content of market   interest rates, by Vincent Reinhart and Brian Sack (Bank for International Settlements Quarterly Review 0206e)Full text

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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The Baby Boom: Predictability in House Prices and   Interest Rates, by Robert F. Martin (Federal Reserve Board International Financial Discussion Papers 2005-847)Abstract
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International Capital Flows and U.S.   Interest Rates, by Francis E. Warnock; Veronica C. Warnock (Federal Reserve Board International Financial Discussion Papers 2005-840)Abstract
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Repurchase Agreements with Negative   Interest Rates, by Michael J. Fleming and Kenneth D. Garbade (New York Fed Current issues ci10-05)Abstract
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Monetary Policy with State Contingent   Interest Rates, by Bernardino Adăo, Isabel Correia, Pedro Teles (Chicago Fed Working papers WP-2004-26)Abstract
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Banking Market Conditions And Deposit   Interest Rates, by Richard J. Rosen (Chicago Fed Working papers WP-2003-19)Abstract
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Pricing Kernels, Inflation, and the Term Structure of   Interest Rates, by Ben R. Craig and Joseph G. Haubrich (Cleveland Fed Working papers WP0308)Full text

Optimal Monetary Policy under Commitment with a Zero Bound on Nominal   Interest Rates, by Klaus Adam and Roberto M. Billi (Kansas City Fed Working Papers RWP05-07)Abstract
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Discretionary Monetary Policy and the Zero Lower Bound on Nominal   Interest Rates, by Klaus Adam and Roberto M. Billi (Kansas City Fed Working Papers RWP05-08)Abstract
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Predictions of Short-Term Rates and the Expectations Hypothesis of the Term Structure of   Interest Rates, by Daniel L. Thornton (St Louis Fed Working Papers 2004-010)Full text

Implicit   interest rates and corporate balance sheets: an analysis using aggregate and disaggregated UK data, by Andrew Benito and John Whitley (Bank of England Working papers 193)Abstract
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How does information affect the comovement between   interest rates and exchange rates?, by Marcelo Sánchez (European Central Bank Working papers 608)Full text

The link between   interest rates and exchange rates: do contradictionary depreciations make a difference?, by Marcelo Sánchez (European Central Bank Working papers 548)Full text

Time-Varying Risk,   Interest Rates and Exchange Rates in General Equilibrium, by Fernando Alvarez, Andrew Atkeson, and Patrick J. Kehoe (Minneapolis Fed Working Papers wp627)Abstract
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  Interest Rates and Inflation, by Fernando Alvarez, Robert E. Lucas, Jr., and Warren E. Weber (Minneapolis Fed Working Papers wp609)Abstract
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Estimation of the Term Structure of   Interest Rates and Its Characteristics, by Hyoung-Seok Lim (The Bank of Korea Economic Papers 65)Abstract