IMF Publications by Subject
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Yield curve:
2011
Title: Japan: Spillover Report for the 2011 Article IV Consultation and Selected Issues
Series: Country Report No. 2011/183
Date: July 19, 2011
Subject: Exports Financial institutions Financial sector policy and analysis Financial services Fiscal consolidation Fiscal policy International trade Spillovers Stocks Yield curve
Title: Country Insurance Using Financial Instruments
Series: Working Paper No. 2011/169
Date: July 1, 2011
Subject: Emerging and frontier financial markets Financial institutions Financial instruments Financial markets Financial regulation and supervision Financial services Hedging Options Yield curve
Title: Sovereign Spreads and Contagion Risks in Asia
Series: Working Paper No. 2011/134
Date: June 1, 2011
Subject: Bond yields Currencies Exchange rate risk Financial institutions Financial regulation and supervision Financial services Money Sovereign bonds Yield curve
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: Financial Conditions Indexes for the United States and Euro Area
Series: Working Paper No. 2011/093
Date: April 1, 2011
Subject: Bank credit Financial statistics Sovereign bonds Vector autoregression 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
Title: Guernsey: Financial Sector Assessment Program Update-Technical Note on Stress Testing: Banking and Insurance
Series: Country Report No. 2011/004
Date: January 14, 2011
Subject: Banking Credit risk Financial regulation and supervision Financial sector policy and analysis Financial services Market risk Operational risk Stress testing Yield curve
Title: Exploration of the Brazilian Term Structure in a Hidden Markov Framework
Series: Working Paper No. 2011/022
Date: January 1, 2011
Subject: Econometric analysis Financial regulation and supervision Financial services Inflation Market risk Markov-switching models Prices Time series analysis Yield curve
2010
Title: Determinants of Emerging Market Sovereign Bond Spreads: Fundamentals vs Financial Stress
Series: Working Paper No. 2010/281
Date: December 1, 2010
Subject: Emerging and frontier financial markets External debt Fiscal stance Sovereign bonds Yield curve
Title: On the Estimation of Term Structure Models and An Application to the United States
Series: Working Paper No. 2010/258
Date: November 1, 2010
Subject: Bonds Factor models Inflation Short term interest rates Yield curve