IMF Publications by Subject
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Yield curve:
2013
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
Title: Emerging Market Sovereign Bond Spreads: Estimation and Back-testing
Series: Working Paper No. 2012/212
Date: August 1, 2012
Subject: Bond yields Emerging and frontier financial markets Financial institutions Financial markets Financial services Securities markets Sovereign bonds Yield curve
Title: Euro Area Policies: 2012 Article IV Consultation: Selected Issues Paper
Series: Country Report No. 2012/182
Date: July 18, 2012
Subject: Banking Bond yields Bonds Credit default swap Financial institutions Financial services Public debt Sovereign bonds Yield curve
Title: Equity Returns in the Banking Sector in the Wake of the Great Recession and the European Sovereign Debt Crisis
Series: Working Paper No. 2012/174
Date: July 1, 2012
Subject: Banking Capital adequacy requirements Commercial banks Financial crises Financial institutions Financial regulation and supervision Financial services Stocks Yield curve
Title: Saudi Arabia: Financial System Stability Assessment: Update
Series: Country Report No. 2012/092
Date: April 18, 2012
Subject: Asset and liability management Banking Commercial banks Financial institutions Financial sector stability Financial services Liquidity Loans Oil prices Prices Yield curve