Developments in Macro-Finance Yield Curve Modelling
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Published By Cambridge University Press

9781107045149

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Tail risks and contract design from a financial stability perspective

Developments in Macro-Finance Yield Curve Modelling ◽

10.1017/cbo9781107045149.007 ◽

2014 ◽

pp. 121-138

Author(s):

Patrik Edsparr ◽

Paul Fisher

Keyword(s):

Financial Stability ◽

Contract Design

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Taylor rule uncertainty: believe it or not

Developments in Macro-Finance Yield Curve Modelling ◽

10.1017/cbo9781107045149.014 ◽

2014 ◽

pp. 326-358

Author(s):

Andrea Buraschi ◽

Andrea Carnelli ◽

Paul Whelan

Keyword(s):

Taylor Rule

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The repo and federal funds markets before, during, and emerging from the financial crisis

Developments in Macro-Finance Yield Curve Modelling ◽

10.1017/cbo9781107045149.013 ◽

2014 ◽

pp. 293-325 ◽

Cited By ~ 1

Author(s):

Morten Bech ◽

Elizabeth Klee ◽

Viktors Stebunovs

Keyword(s):

Financial Crisis ◽

Federal Funds

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Yield curve dimensionality when short rates are near the zero lower bound

Developments in Macro-Finance Yield Curve Modelling ◽

10.1017/cbo9781107045149.009 ◽

2014 ◽

pp. 169-199 ◽

Cited By ~ 1

Author(s):

James M. Steeley

Keyword(s):

Lower Bound ◽

Yield Curve ◽

Zero Lower Bound

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Editors' introductory chapter and overview

Developments in Macro-Finance Yield Curve Modelling ◽

10.1017/cbo9781107045149.003 ◽

2014 ◽

pp. 1-16

Author(s):

J. S. Chadha ◽

A. C. J. Durré ◽

M. A. S. Joyce ◽

L. Sarno

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A term structure model for defaultable European sovereign bonds

Developments in Macro-Finance Yield Curve Modelling ◽

10.1017/cbo9781107045149.018 ◽

2014 ◽

pp. 457-503

Author(s):

Priscilla Burity ◽

Marcelo Medeiros ◽

Luciano Vereda

Keyword(s):

Term Structure ◽

Structure Model ◽

Term Structure Model ◽

Sovereign Bonds

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Sovereign debt and monetary policy in the euro area

Developments in Macro-Finance Yield Curve Modelling ◽

10.1017/cbo9781107045149.005 ◽

2014 ◽

pp. 56-89 ◽

Cited By ~ 3

Author(s):

Alain C. J. Durré ◽

Frank Smets

Keyword(s):

Monetary Policy ◽

Euro Area ◽

Sovereign Debt

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Some considerations on debt and interest rates

Developments in Macro-Finance Yield Curve Modelling ◽

10.1017/cbo9781107045149.019 ◽

2014 ◽

pp. 504-533

Author(s):

Luigi Marattin ◽

Paolo Paesani ◽

Simone Salotti

Keyword(s):

Interest Rates

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Is the long-term interest rate a policy victim, a policy varible or a policy lodestar?

Developments in Macro-Finance Yield Curve Modelling ◽

10.1017/cbo9781107045149.004 ◽

2014 ◽

pp. 19-55 ◽

Cited By ~ 3

Author(s):

Philip Turner

Keyword(s):

Interest Rate

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The Federal Reserve's response to the financial crisis: what it did and what it should have done

Developments in Macro-Finance Yield Curve Modelling ◽

10.1017/cbo9781107045149.006 ◽

2014 ◽

pp. 90-120

Author(s):

Daniel L. Thornton

Keyword(s):

Financial Crisis

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Developments in Macro-Finance Yield Curve ModellingLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Cambridge University Press

Tail risks and contract design from a financial stability perspective

Taylor rule uncertainty: believe it or not

The repo and federal funds markets before, during, and emerging from the financial crisis

Yield curve dimensionality when short rates are near the zero lower bound

Editors' introductory chapter and overview

A term structure model for defaultable European sovereign bonds

Sovereign debt and monetary policy in the euro area

Some considerations on debt and interest rates

Is the long-term interest rate a policy victim, a policy varible or a policy lodestar?

The Federal Reserve's response to the financial crisis: what it did and what it should have done

Developments in Macro-Finance Yield Curve Modelling
Latest Publications