IMF Publications by Subject
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Interest rate modelling:
2013
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
2007
Title: Volatility and Jump Risk Premia in Emerging Market Bonds
Series: Working Paper No. 2007/172
Date: July 1, 2007
Subject: Asset prices Interest rate modelling Market interest rates Short term interest rates Yield curve
2004
Title: Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?
Series: Working Paper No. 2004/073
Date: April 1, 2004
Subject: Exchange rate modelling Exchange rates Financial services Foreign exchange Interest rate modelling Interest rate parity Purchasing power parity