IMF Publications by Subject
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Yield curve:
2004
Title: Debt Crises and the Development of International Capital Markets
Series: Working Paper No. 2004/044
Date: March 1, 2004
Subject: Debt default Financial crises Securities markets Sovereign bonds Yield curve
Title: Equity Prices, Credit Default Swaps, and Bond Spreads in Emerging Markets
Series: Working Paper No. 2004/027
Date: February 1, 2004
Subject: Credit Credit default swap Emerging and frontier financial markets Financial markets Financial services Money Securities markets Yield curve
Title: Interest Rate Volatility and Risk in Indian Banking
Series: Working Paper No. 2004/017
Date: January 1, 2004
Subject: Banking Currencies Financial institutions Financial regulation and supervision Financial services Market risk Money Sovereign bonds Stocks Yield curve
2003
Title: Characterizing Global Investors' Risk Appetite for Emerging Market Debt During Financial Crises
Series: Working Paper No. 2003/251
Date: December 1, 2003
Subject: Credit risk Emerging and frontier financial markets Financial crises Financial markets Financial regulation and supervision Financial services Securities markets Yield curve
Title: The Term Structure of Interest Rates and Monetary Policy During a Zero-Interest-Rate Period
Series: Working Paper No. 2003/208
Date: October 1, 2003
Subject: Econometric analysis Estimation techniques Financial services Long term interest rates Short term interest rates Yield curve Zero lower bound
Title: Global Financial Stability Report, September 2003: Market Developments and Issues
Series: Global Financial Stability Report No. 2003/002
Date: September 4, 2003
Subject: Emerging and frontier financial markets Financial institutions Financial markets Financial services Mortgages Securities markets Stock markets Stocks Yield curve
Title: Anticipating Credit Events Using Credit Default Swaps, with An Application to Sovereign Debt Crises
Series: Working Paper No. 2003/106
Date: May 1, 2003
Subject: Credit Credit default swap Credit risk Financial crises Financial regulation and supervision Financial services Money Yield curve
Title: How Much Leverage is too Much, or Does Corporate Risk Determine the Severity of a Recession?
Series: Working Paper No. 2003/003
Date: January 1, 2003
Subject: Bond yields Corporate bonds Financial institutions Financial services Financial statements Public financial management (PFM) Stocks Yield curve
2002
Title: Market Predictability of ECB Policy Decisions: A Comparative Examination
Series: Working Paper No. 2002/233
Date: December 1, 2002
Subject: Banking Central bank policy rate Financial institutions Financial services Futures Interest rate policy Market interest rates Monetary policy Yield curve
Title: Financial Contagion and Investor "Learning": An Empirical Investigation
Series: Working Paper No. 2002/218
Date: December 1, 2002
Subject: Emerging and frontier financial markets Financial markets Financial services Foreign exchange Monetary base Money Real exchange rates Securities markets Yield curve