IMF Publications by Subject
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Yield curve:
2020
Title: This Changes Everything: Climate Shocks and Sovereign Bonds
Series: Working Paper No. 2020/079
Date: June 5, 2020
Subject: Bond yields Climate change Environment Financial institutions Financial services Public debt Sovereign bonds Yield curve
Title: When Banks Punch Back: Macrofinancial Feedback Loops in Stress Tests
Series: Working Paper No. 2020/072
Date: May 29, 2020
Subject: Bank credit Banking Capital adequacy requirements Financial institutions Financial regulation and supervision Financial services Financial statements Loans Money Public financial management (PFM) Yield curve
Title: Riding the Yield Curve: Risk Taking Behavior in a Low Interest Rate Environment
Series: Working Paper No. 2020/053
Date: March 13, 2020
Subject: Bonds Financial institutions Financial markets Financial regulation and supervision Financial services Market risk Securities Securities markets Yield curve
Title: Monetary Policy Is Not Always Systematic and Data-Driven: Evidence from the Yield Curve
Series: Working Paper No. 2020/004
Date: January 17, 2020
Subject: Central bank policy rate Exchange rates Financial services Foreign exchange Inflation Inflation targeting Monetary policy Prices Yield curve
2019
Title: Sovereign Risk in Macroprudential Solvency Stress Testing
Series: Working Paper No. 2019/266
Date: December 6, 2019
Subject: Banking Bond yields Credit default swap Credit risk Financial institutions Financial regulation and supervision Financial sector policy and analysis Financial services Money Stress testing Yield curve
Title: Breaking the Bank? A Probabilistic Assessment of Euro Area Bank Profitability
Series: Working Paper No. 2019/254
Date: November 22, 2019
Subject: Bank soundness Banking Financial institutions Financial regulation and supervision Financial sector policy and analysis Financial services Loan loss provisions National accounts Nonperforming loans Personal income Yield curve
Title: German Bond Yields and Debt Supply: Is There a “Bund Premium”?
Series: Working Paper No. 2019/235
Date: November 1, 2019
Subject: Bond yields Bonds Financial crises Financial institutions Financial services Sovereign bonds Yield curve
Title: Do Financial Markets Value Quality of Fiscal Governance?
Series: Working Paper No. 2019/218
Date: October 11, 2019
Subject: Credit ratings Financial institutions Financial services Fiscal governance Fiscal policy Money Public Expenditure and Financial Accountability (PEFA) Public financial management (PFM) Sovereign bonds Yield curve
Title: US vs. Euro Area: Who Drives Cross-Border Bank Lending to EMs?
Series: Working Paper No. 2019/199
Date: September 20, 2019
Subject: Bank credit Banking Central bank policy rate Cross-border banking Economic sectors Financial sector Financial services Money Yield curve
Title: Public Sector Balance Sheet Strength and the Macro Economy
Series: Working Paper No. 2019/170
Date: August 6, 2019
Subject: Bond yields Financial institutions Financial services Financial statements Public debt Public financial management (PFM) Public sector Sovereign bonds Yield curve