Antulio N. Bomfim - Central Bank Research Hub

Papers by year: All | 2003

Title Other author(s)

"Interest Rates as Options": Assessing the Markets' View of the Liquidity Trap

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2003-45, 05.09.2003)

JEL: E30, E43, G12

Counterparty Credit Risk in Interest Rate Swaps during Times of Market Stress

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2003-9, 06.06.2003)

JEL: G12, G13

Monetary Policy and the Yield Curve

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2003-15, 06.06.2003)

JEL: E43, G12

Papers by year: All | 2003