IMF Publications by Subject
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Yield curve:
2011
Title: Financial Conditions Indexes for the United States and Euro Area
Series: Working Paper No. 2011/093
Date: April 1, 2011
Subject: Bank credit Financial statistics Sovereign bonds Vector autoregression Yield curve
Title: The Dynamics of the Term Structure of Interest Rates in the United States in Light of the Financial Crisis of 2007–10
Series: Working Paper No. 2011/084
Date: April 1, 2011
Subject: Financial crises Inflation Securities Short term interest rates Yield curve
Title: Guernsey: Financial Sector Assessment Program Update-Technical Note on Stress Testing: Banking and Insurance
Series: Country Report No. 2011/004
Date: January 14, 2011
Subject: Banking Credit risk Financial regulation and supervision Financial sector policy and analysis Financial services Market risk Operational risk Stress testing Yield curve
Title: Exploration of the Brazilian Term Structure in a Hidden Markov Framework
Series: Working Paper No. 2011/022
Date: January 1, 2011
Subject: Econometric analysis Financial regulation and supervision Financial services Inflation Market risk Markov-switching models Prices Time series analysis Yield curve
2010
Title: Determinants of Emerging Market Sovereign Bond Spreads: Fundamentals vs Financial Stress
Series: Working Paper No. 2010/281
Date: December 1, 2010
Subject: Emerging and frontier financial markets External debt Fiscal stance Sovereign bonds Yield curve
Title: On the Estimation of Term Structure Models and An Application to the United States
Series: Working Paper No. 2010/258
Date: November 1, 2010
Subject: Bonds Factor models Inflation Short term interest rates Yield curve
Title: Fiscal Deficits, Public Debt, and Sovereign Bond Yields
Series: Working Paper No. 2010/184
Date: August 1, 2010
Subject: Fiscal stance Government debt management Long term interest rates Public debt Yield curve
Title: Resource Windfalls and Emerging Market Sovereign Bond Spreads: The Role of Political Institutions
Series: Working Paper No. 2010/179
Date: July 1, 2010
Subject: Commodity price shocks Commodity prices Emerging and frontier financial markets Financial institutions Financial markets Financial services Prices Sovereign bonds Yield curve
Title: The Fundamental Determinants of Credit Default Risk for European Large Complex Financial Institutions
Series: Working Paper No. 2010/153
Date: June 1, 2010
Subject: Banking Credit default swap Credit risk Debt default Yield curve
Title: Beyond Aid: How Much Should African Countries Pay to Borrow?
Series: Working Paper No. 2010/140
Date: June 1, 2010
Subject: Bond yields Credit ratings Emerging and frontier financial markets Sovereign bonds Yield curve