IMF Publications by Subject
Browse by Author
Interest rate parity:
2022
Title: Preemptive Policies and Risk-Off Shocks in Emerging Markets
Series: Working Paper No. 2022/003
Date: January 7, 2022
Subject: Balance of payments Capital flow management Capital inflows Financial sector policy and analysis Financial services Foreign exchange Interest rate parity Macroprudential policy instruments
2021
Title: U.S. Dollar Currency Premium in Corporate Bonds
Series: Working Paper No. 2021/185
Date: July 12, 2021
Subject: Bond yields Bonds Corporate bonds Currencies Financial institutions Financial services Interest rate parity Money
2020
Title: The Non-U.S. Bank Demand for U.S. Dollar Assets
Series: Working Paper No. 20/101
Date: June 19, 2020
Subject: Exchange rate policy Financial crises Interest rate differential Interest rate increases Interest rate parity
Title: r minus g negative: Can We Sleep More Soundly?
Series: Working Paper No. 20/52
Date: March 13, 2020
Subject: Economic integration Financial crises Interest rate differential Interest rate parity Real interest rates
2019
Title: Covered Interest Parity Deviations: Macrofinancial Determinants
Series: Working Paper No. 19/14
Date: January 16, 2019
Subject: Bank rates Central Banks Financial crises Foreign exchange markets Interest parity Interest rate differential Interest rate parity Monetary policy
2018
Title: International Spillovers of Forward Guidance Shocks
Series: Working Paper No. 18/114
Date: May 15, 2018
Subject: Financial crises Interest rate differential Interest rate parity Interest rate policy Real interest rates Spillovers
Title: Monetary Policy Transmission in the Eastern Caribbean Currency Union
Series: Working Paper No. 18/70
Date: March 29, 2018
Subject: Antigua and Barbuda Asia and Pacific Dominica Grenada Interest rate parity Interest rate policy Interest rates on deposits Interest rates on loans Market interest rates Saint Kitts and Nevis Saint Lucia Saint Vincent and the Grenadines Western Hemisphere
Title: Carry Trade vs. Deposit-Driven Euroization
Series: Working Paper No. 18/58
Date: March 15, 2018
Subject: Central Banks Dollarization Emerging markets Euro Area Financial crises Foreign currency deposits Foreign exchange Interest rate determination Interest rate parity Interest rates on loans Macroprudential policies and financial stability
2004
Title: IMF Staff Papers, Volume 51, No. 3
Series: IMF Staff Papers, Volume 51, No. 3
Date: November 23, 2004
Notes: Issues from 1998 onward are available for free online
Subject: Asset markets Central banks Consumer price indexes Depreciation Developing countries Econometric models Economic development Economic policy Exchange rates Free trade Gross domestic product Impulse response analysis Inflation Inflation targeting Interest rate parity Interest rates International trade Labor unions Monetary policy Monetary unions Parameter estimation Regression analysis Risk premium Sensitivity analysis Trade policy Unemployment insurance Wages
Title: Empirical Exchange Rate Models of the Nineties : Are Any Fit to Survive?
Series: Working Paper No. 04/73
Date: April 1, 2004
Subject: Exchange rates Foreign exchange Interest rate parity Productivity Purchasing power parity