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Marco Rodriguez Waldo:
2011
Title: On Brazil’s Term Structure: Stylized Facts and Analysis of Macroeconomic Interactions
Series: Working Paper No. 2011/113
Date: May 1, 2011
Subject: Central bank policy rate Econometric analysis Factor models Financial institutions Financial services Inflation Prices Sovereign bonds Yield curve
Title: The Dynamics of the Term Structure of Interest Rates in the United States in Light of the Financial Crisis of 2007–10
Series: Working Paper No. 2011/084
Date: April 1, 2011
Subject: Financial crises Inflation Securities Short term interest rates Yield curve