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Title Author/Affiliation Topic Year of Publication
Predicting recessions using the yield curve: the role of the stance of monetary policy Daniel H. Cooper, Jeffrey C. Fuhrer, Giovanni P. Olivei - Federal Reserve Bank of Boston Financial Analysis 2020
Some Empirical Models of Japanese Government Bond Yields Using Daily Data Tanweer Akram, Huiqing Li - General Motors, Central University of Finance and Economics Financial Analysis 2020
Revisiting the Public Debt Stability Condition: Rethinking the Domar Condition Naoyuki Yoshino, Hiroaki Miyamoto - Keio University, Tokyo Metropolitan University Financial Analysis 2020
Bond Supply Expectations and the Term Structure of Interest Rates Monica Billio, Filippo Busetto, Alfonso Dufour, Simone Varotto - Ca Foscari University of Venice, European Central Bank, ICMA Centre Financial Analysis 2020
GDP-Linked Bonds as a New Asset Class Ellie Papavassiliou, Nikolas Topaloglou, Stavros A. Zenios - Athens University of Economics and Business, University of Cyprus Financial Analysis 2020
US dollar funding: an international perspective Working Group chaired by Sally Davies and Christopher Kent - BIS, Board of Governors of the Federal Reserve System, Reserve Bank of Australia Financial Analysis 2020
A Simple Model of the Long-Term Interest Rate Tanweer Akram - General Motors Financial Analysis 2020
The effect of possible EU diversification requirements on the risk of banks’ sovereign bond portfolios Ben Craig, Margherita Giuzio, Sandra Paterlini - Federal Reserve Bank of Cleveland, European Central Bank, University of Trento Financial Analysis 2020
Fiscal Deficit, Government Debt and Interest Rate: An Empirical Analysis for Sri Lanka K A Thamara Nilmini Senarathna - Central Bank of Sri Lanka Financial Analysis 2020
Quantitative easing and the price-liquidity trade-off Marien Ferdinandusse, Maximilian Freier, Annukka Ristiniem - ECB Financial Analysis 2020

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