IMF Publications by Subject
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Yield curve:
2013
Title: Global Factors in the Term Structure of Interest Rates
Series: Working Paper No. 2013/223
Date: November 5, 2013
Subject: Financial crises Financial services Global financial crisis of 2008-2009 Inflation Monetary expansion Monetary policy Prices Yield curve
Title: Estimating Parameters of Short-Term Real Interest Rate Models
Series: Working Paper No. 2013/212
Date: October 17, 2013
Subject: Financial services Inflation Interest rate modelling Prices Real interest rates Short term interest rates Yield curve
Title: Determinants of Sovereign Bond Spreads in Emerging Markets: Local Fundamentals and Global Factors vs. Ever-Changing Misalignments
Series: Working Paper No. 2013/164
Date: July 10, 2013
Subject: Asset and liability management Emerging and frontier financial markets Financial crises Financial markets Financial services International liquidity Securities markets Yield curve
Title: Near-Coincident Indicators of Systemic Stress
Series: Working Paper No. 2013/115
Date: May 17, 2013
Subject: Banking Cyclical indicators Economic growth Financial crises Financial regulation and supervision Financial sector policy and analysis Financial services Liquidity risk Systemic risk Yield curve
Title: Italian Sovereign Spreads: Their Determinants and Pass-through to Bank Funding Costs and Lending Conditions
Series: Working Paper No. 2013/084
Date: April 3, 2013
Subject: Banking Bond yields Credit Credit default swap Financial institutions Financial services Money Sovereign bonds Yield curve
Title: Macroeconomic Model Spillovers and Their Discontents
Series: Working Paper No. 2013/004
Date: January 8, 2013
Subject: Bond yields Emerging and frontier financial markets Financial institutions Financial markets Financial sector policy and analysis Financial services Securities markets Spillovers Yield curve
2012
Title: Long-Run and Short-Run Determinants of Sovereign Bond Yields in Advanced Economies
Series: Working Paper No. 2012/271
Date: November 8, 2012
Subject: Bond yields Financial institutions Financial services Fiscal policy Fiscal stance Public debt Sovereign bonds Yield curve
Title: The Effectiveness of Monetary Policy Transmission Under Capital Inflows: Evidence from Asia
Series: Working Paper No. 2012/265
Date: November 2, 2012
Subject: Balance of payments Capital inflows Central bank policy rate Financial services Long term interest rates Short term interest rates Yield curve
Title: Financial Spillovers to Chile
Series: Working Paper No. 2012/254
Date: October 24, 2012
Subject: Banking Credit default swap Credit risk Financial markets Financial regulation and supervision Financial services Interbank markets Money Securities markets Yield curve
Title: Chile: Selected Issues
Series: Country Report No. 2012/266
Date: September 11, 2012
Subject: Banking Credit risk Financial markets Financial regulation and supervision Financial services Government liabilities Interbank markets Metal prices Prices Public financial management (PFM) Yield curve