Central Bank Research Hub - JEL classification E43: Determination of Interest Rates; Term Structure of Interest Rates

Title Author(s)

Credit Market Shocks: Evidence From Corporate Spreads and Defaults

Dallas Fed Working Papers [View] (Paper: wp0906, 17.12.2009)

JEL: C32, E32, E43, E44

 

Frequency-domain analysis of debt service in a macro-finance model for the euro area.

Bank of France Working Papers [View] (Paper: Nr 261, 17.12.2009)

JEL: C51, E32, E43, G12, H63

Fiscal variables and bond spreads: evidence from Eastern European countries and Turkey

European Central Bank Working papers [View] (Paper: 1101, 28.10.2009)

JEL: C33, E43, E62, H62

Gauging the effectiveness of quantitative forward guidance: evidence from three inflation targeters

European Central Bank Working papers [View] (Paper: 1098, 19.10.2009)

JEL: E40, E43, E52

Bond Liquidity Premia

Bank of Canada Working papers [View] (Paper: 2009-28, 07.10.2009)

JEL: E43

The announcement of monetary policy intentions

Bank of Italy Working Papers [View] (Paper: 720, 05.10.2009)

JEL: E43, E52, E58

Liquidity premia in German government bonds

European Central Bank Working papers [View] (Paper: 1081, 05.10.2009)

JEL: E43, G12, H63

A theoretical foundation for the Nelson and Siegel class of yield curve models

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2009/10, 01.10.2009)

JEL: E43, G12

A New Measure of Fiscal Shocks Based on Budget Forecasts and its Implications

Bank of Portugal Working papers [View] (Paper: 200921, 22.09.2009)

JEL: E32, E43, E62

Deteriorating Public Finances and Rising Government Debt: Implications for Monetary Policy

Hong Kong Monetary Authority Working Papers [View] (Paper: WP09_15, 18.09.2009)

JEL: E43, E47, E52, E62, H63

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