IMF Publications by Subject
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Yield curve:
2014
Title: Official Demand for U.S. Debt: Implications for U.S. Real Interest Rates
Series: Working Paper No. 2014/066
Date: April 18, 2014
Subject: Bonds Central bank policy rate Financial institutions Financial services Real interest rates Securities Treasury bills and bonds Yield curve
Title: Emerging Market Local Currency Bond Yields and Foreign Holdings in the Post-Lehman Period - a Fortune or Misfortune?
Series: Working Paper No. 2014/029
Date: February 12, 2014
Subject: Bond yields Currencies Financial institutions Financial markets Financial services Money Securities markets Sovereign bonds Yield curve
Title: Foreign Investor Flows and Sovereign Bond Yields in Advanced Economies
Series: Working Paper No. 2014/027
Date: February 11, 2014
Subject: Bond yields External debt Financial institutions Financial services Public debt Sovereign bonds Yield curve
Title: Sub-National Credit Risk and Sovereign Bailouts: Who Pays the Premium?
Series: Working Paper No. 2014/020
Date: January 30, 2014
Subject: Bond yields Credit Credit default swap Credit risk Financial institutions Financial regulation and supervision Financial services Market risk Money Yield curve
2013
Title: Real Money Investors and Sovereign Bond Yields
Series: Working Paper No. 2013/254
Date: December 19, 2013
Subject: Bond yields Financial institutions Financial services Foreign banks Public debt Sovereign bonds Yield curve
Title: A Financial Conditions Index for Poland
Series: Working Paper No. 2013/252
Date: December 19, 2013
Subject: Bond yields Econometric analysis Financial conditions index Financial institutions Financial sector policy and analysis Loans Sovereign bonds Vector autoregression Yield curve
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