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Central Bank Research Hub Index - Y: year-yield



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year - yield | yields - y2k

Demand for cash around Chinese New

  Year , by Joanna Shi (Hong Kong Monetary Authority Working Papers RM2004-04c)Full text

Prices, Production, and Inventories over the Automotive Model   Year , by Adam Copeland, Wendy Dunn, and George Hall (Federal Reserve Board FEDS series 2005-25)Abstract
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Price Discovery in Canadian and U.S. 10-   Year Government Bond Markets, by Bryan Campbell and Scott Hendry (Bank of Canada Working papers 2007-43)Abstract
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A ten-   year retrospection of the behavior of Russian stock returns, by Stanislav Anatolyev (Bank of Finland BOFIT Discussion Papers 2005/09)Abstract
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The Unusual Behavior of the Federal Funds and 10-   Year Treasury Rates: A Conundrum or Goodhart's Law?, by Daniel L. Thornton (St Louis Fed Working Papers 2007-039)Full text

A Ranking of Chilean Universities by Graduates' Income after Some

  Years , by David Rappoport, José Miguel Benavente, Patricio Meller (Central Bank of Chile Working Papers 306)Abstract
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History of finance research and education in Finland: the first thirty   years , by Mika Vaihekoski (Bank of Finland Discussion Papers 2008/18)Abstract
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Too Big to Fail after All These   Years , by Donald P. Morgan and Kevin J. Stiroh (New York Fed Staff reports 220)Abstract
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Profitability of Reserve Bank Foreign Exchange Operations: Twenty   Years After The Float, by Chris Becker and Michael Sinclair (Reserve Bank of Australia Research Discussion Papers RDP2004-06)Abstract
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Ten   Years from the Financial Crisis: Managing the Challenges Posed by Capital Flows, by Khor Hoe Ee and Kit Wei Zheng (Monetary Authority of Singapore Staff Papers No. 48)Abstract
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Twin Deficits, Twenty   Years Later, by Leonardo Bartolini and Amartya Lahiri (New York Fed Current issues ci12-07)Abstract
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Safe and Sound Banking, 20   Years Later: What Was Proposed and What Has Been Adopted, by Furlong, Kwan (San Francisco Fed Working Papers 2006-27)Full text

One hundred and thirty   years of central bank cooperation: a BIS perspective, by Claudio E. V. Borio and Gianni Toniolo (Bank for International Settlements Working papers 197)Abstract
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Look Who´s Talking: ECB communication during the first   years of EMU, by (DNB) (Netherlands Bank DNB Working Papers 007)Full text

Eighty   Years of History of the Central Bank of Chile, by Vittorio Corbo, Leonardo Hernández (Central Bank of Chile Working Papers 345)Abstract
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Ten   Years of Inflation Targeting: Design, Performance, Challenges, by Norman Loayza, Raimundo Soto (Central Bank of Chile Working Papers 131)Abstract
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The Agriculture of Mexico After Ten   Years of Nafta Implementation, by Antonio Yunez-Naude, Fernando Barceinas Paredes (Central Bank of Chile Working Papers 277)Abstract
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15   Years of New Growth Economics: What Have We Learnt?, by Xavier Sala-i-Martin. (Central Bank of Chile Working Papers 172)Abstract
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The ECB survey of professional forecasters (SPF) - A review after eight   years' experience, by Carlos Bowles, Roberta Friz, Veronique Genre, Geoff Kenny, Aidan Meyler and Tuomas Rautanen (European Central Bank Occasional papers 59)Full text

Anatomy of the Czech labour market: from over-employment to under-employment in ten   years?, by Vladislav Flek, ed. (Czech National Bank Working papers 2004/07)Abstract

Incentives and Prices for Motor Vehicles: What Has Been Happening in Recent   Years?, by Carol Corrado, Wendy Dunn, and Maria Otoo (Federal Reserve Board FEDS series 2006-09)Abstract
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Inflation and Financial Market Performance: What Have We Learned in the Last Ten   Years?, by John Boyd and Bruce Champ (Cleveland Fed Working papers WP03-17)Full text

The Influence of

  Year-End Bonuses on Colorectal Cancer Screening, by Brian S. Armour, Carol Friedman, M. Melinda Pitts, Jennifer Wike, Linda Alley, and Jeff Etchason (Atlanta Fed Working papers 2003-41)Abstract
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Adjusting For The Chinese New   Year: An Operational Approach, by Chang Shu and Andrew Tsang (Hong Kong Monetary Authority Working Papers RM2005-22)Full text

A factor risk model with reference returns for the US dollar and Japanese

  yen bond markets, by Carlos Bernadell (European Central Bank Working papers 641)Full text

The   Yen Exchange Rate and Net Foreign Assets, by Wensheng Peng, Chang Shu and Kevin Chow (Hong Kong Monetary Authority Working Papers RM2003-02)Full text

The   yen real exchange rate may be stationary after all: evidence from non-linear unit root tests, by Georgios Chortareas and George Kapetanios (Bank of England Working papers 311)Abstract
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A structural break in the effects of Japanese foreign exchange intervention on   yen/dollar exchange rate volatility, by Eric Hillebrand and Gunther Schnabl (European Central Bank Working papers 650)Full text

What Can the Data Tell Us about Carry Trades in Japanese   Yen?, by Joseph E. Gagnon and Alain P. Chaboud (Federal Reserve Board International Financial Discussion Papers 2007-899)Abstract
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  Yesterday's Bad Times are Today's Good Old Times: Retail Price Changes in the 1890s were Smaller, Less Frequent, and More Permanent, by Alan Kackmeister (Federal Reserve Board FEDS series 2005-18)Abstract
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New Keynesian Models: Not

  Yet Useful for Policy Analysis, by V. V. Chari, Patrick J. Kehoe, and Ellen R. McGrattan (Minneapolis Fed Working Papers WP664)Abstract
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The impact of ECB monetary policy decisions and communication on the

  yield curve, by Claus Brand (European Central Bank Working papers 657)Full text

Extracting expectations of New Zealand's Official Cash Rate from the bank-risk   yield curve, by Leo Krippner (Reserve Bank of New Zealand Discussion Papers DP2002/01)Abstract
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An affine macro-factor model of the UK   yield curve, by Peter Lildholdt, Nikolaos Panigirtzoglou and Chris Peacock (Bank of England Working papers 322)Abstract
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Monetary Policy and the   Yield Curve, by Antulio N. Bomfim (Federal Reserve Board FEDS series 2003-15)Abstract
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Bond Positions, Expectations, and the   Yield Curve, by Monika Piazzesi and Martin Schneider (Atlanta Fed Working papers 2008-02)Abstract
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Forecasting Recessions: The Puzzle of the Enduring Power of the   Yield Curve, by Rudebusch, Williams (San Francisco Fed Working Papers 2007-16)Full text

Estimating the makam   yield curve and deriving forward interest rates, by Stein Roy (Bank of Israel Monetary Studies - Discussion Papers mns0703)Abstract

The TIPS   Yield Curve and Inflation Compensation, by Refet S. Gürkaynak, Brian Sack, and Jonathan H. Wright (Federal Reserve Board FEDS series 2008-05)Abstract

The   yield curve and macroeconomic dynamics, by Peter Hördahl (European Central Bank Working papers 832)Full text

The   Yield Curve and Predicting Recessions, by Jonathan H. Wright (Federal Reserve Board FEDS series 2006-07)Abstract
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The   Yield Curve as a Leading Indicator: Some Practical Issues, by Arturo Estrella and Mary R. Trubin (New York Fed Current issues ci12-05)Abstract
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The   yield curve as a predictor and emerging economies, by Arnaud Mehl (European Central Bank Working papers 691)Full text

The   yield curve as a predictor and emerging economies, by Arnaud Mehl (Bank of Finland BOFIT Discussion Papers 2006/18)Abstract
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Forecasting the   yield curve in a data-rich environment: a no-arbitrage factor-augmented VAR approach (forthcoming), by Emanuel Mönch (European Central Bank Working papers 544)Full text

Monetary Transmission and the   Yield Curve in a Small Open Economy, by Mariano Kulish and Daniel Rees (Reserve Bank of Australia Research Discussion Papers RDP2008-03)Abstract
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Exponentials, Polynomials, and Fourier Series: More   Yield Curve Modelling at the Bank of Canada, by Bolder, David Jamieson and Scott Gusba (Bank of Canada Working papers 2002-29)Abstract
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  Yield curve prediction for the strategic investor, by Carlos Bernadell (European Central Bank Working papers 472)Full text

What Does the   Yield Curve Tell Us About the Federal Reserve's Implicit Inflation Target?, by Taeyoung Doh (Kansas City Fed Working Papers RWP07-10)Abstract
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Modelling and Forecasting the   Yield Curve under Model uncertainty, by Paola Donati and Francesco Donati (European Central Bank Working papers 917)Full text

Comments on Piazzesi and Schneider's %22Bond Positions, Expectations, and the   Yield Curve%22, by Jon Faust (Atlanta Fed Working papers 2008-04)Abstract
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The functional form of   yield curves, by Vincent Brousseau (European Central Bank Working papers No.148)Full text

The emergence of new benchmark   yield curves, by Philip D Wooldridge (Bank for International Settlements Quarterly Review 0112f)Full text

Estimation of Zero-Coupon   Yield Curves Based on Exchange Fund Bills and Notes in Hong Kong, by Ip-wing Yu and Laurence Fung (Hong Kong Monetary Authority Working Papers RM2002-09)Full text

The estimation of nominal and real   yield curves from government bonds in Israel, by Wiener Zvi, Pomposhko Helena (Bank of Israel Monetary Studies - Discussion Papers mns0603)Abstract
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Convergence and anchoring of   yield curves in the euro area, by Michael Ehrmann, Marcel Fratzscher (European Central Bank Working papers 817)Full text

Convergence and Anchoring of   Yield Curves in the Euro Area, by Ehrmann, Fratzscher, Gurkaynak, Swanson (San Francisco Fed Working Papers 2007-24)Full text

Modelling Sovereign Bond   Yield Curves of the US, Japan and Germany, by Chi-sang Tam and Ip-wing Yu (Hong Kong Monetary Authority Working Papers WP07_09)Abstract
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Forecasting with the   Yield Curve; Level, Slope, and Output 1875-1997, by Michael D. Bordo and Joseph G. Haubrich (Cleveland Fed Working papers WP06-11)Full text

The   Yield Curve, Recessions, and the Credibility of the Monetary Regime: Long-run Evidence, 1875-1997, by Michael D. Bordo and Joseph G. Haubrich (Cleveland Fed Working papers WP04-02)Full text

The Macroeconomy and the   Yield Curve: A Nonstructural Analysis, by Francis X. Diebold, Glenn D. Rudebusch and S. Boragan Aruoba (San Francisco Fed Working Papers 2003-18)Full text

Imperfect information, macroeconomic dynamics and the   yield curve: an encompassing macro-finance model, by Hans Dewachter (National Bank of Belgium Working Papers 144)Abstract
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The Canadian Macroeconomy and the   Yield Curve: An Equilibrium-Based Approach, by René Garcia and Richard Luger (Bank of Canada Working papers 2005-36)Abstract
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Forces That Shape the   Yield Curve: Parts 1 and 2, by Mark Fisher (Atlanta Fed Working papers 2001-3)Abstract
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The U.S. Treasury   Yield Curve: 1961 to the Present, by Refet S. Gurkaynak, Brian Sack, and Jonathan H. Wright (Federal Reserve Board FEDS series 2006-28)Abstract
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Euro area sovereign   yield dynamics: the role of order imbalance, by Albert J. Menkveld (European Central Bank Working papers 385)Full text

What Does the   Yield on Subordinated Bank Debt Measure?, by Birchler, Urs W. and Diana Hancock (Swiss National Bank Working Papers 2004-02)Full text

What Does the   Yield on Subordinated Bank Debt Measure?, by Urs W. Birchler and Diana Hancock (Federal Reserve Board FEDS series 2004-19)Abstract
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Uncovering   Yield Parity: A new insight into the UIP puzzle through the stationarity of long maturity forward rates, by Zsolt Darvas, Gábor Rappai, Zoltán Schepp (Netherlands Bank DNB Working Papers 098)Full text

Forecasting the price of crude oil via convenience   yield predictions, by Thomas A. Knetsch (Deutsche Bundesbank Discussion Papers 200612)Full text

The high-   yield segment of the corporate bond market: a diffusion modelling approach for the United States, the United Kingdom and the euro area, by Gabe de Bondt and David Marqués (European Central Bank Working papers 313)Full text

When Do Matched-Model and Hedonic Techniques   Yield Similar Measures?, by Mark Doms, Ana Aizcorbe and Carol Corrado (San Francisco Fed Working Papers 2003-14)Full text

Investigating time-variation in the marginal predictive power of the   yield spread, by Luca Benati and Charles Goodhart (European Central Bank Working papers 802)Full text

Monetary Policy and the Information Content of the   Yield Spread, by Michael Feroli (Federal Reserve Board FEDS series 2004-44)Abstract
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Does the Israeli   Yield Spread Contain Leading Signals? A Trial of Dynamic Ordered Probit, by Suchoy Tanya (Bank of Israel Research - Discussion Papers dp0418)Abstract
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Does the   yield spread predict recessions in the euro area?, by Fabio Moneta (European Central Bank Working papers 294)Full text

Insolvency or Liquidity Squeeze? Explaining Very Short-Term Corporate   Yield Spreads, by Dan Covitz and Chris Downing (Federal Reserve Board FEDS series 2002-45)Abstract
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How Do FOMC Actions and U.S. Macroeconomic Data Announcements Move Brazilian Sovereign   Yield Spreads and Stock Prices?, by Patrice Robitaille and Jennifer E. Roush (Federal Reserve Board International Financial Discussion Papers 2006-868)Abstract
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Sub-Debt   Yield Spreads as Bank Risk Measures, by Douglas D. Evanoff and Larry D. Wall (Atlanta Fed Working papers 2001-11)Abstract
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Inflation Changes,   Yield Spreads, and Threshold Effects, by Tkacz, Greg (Bank of Canada Working papers 2002-40)Abstract
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Effects of Liquidity on the Nondefault Component of Corporate   Yield Spreads: Evidence from Intraday Transactions Data, by Song Han and Hao Zhou (Federal Reserve Board FEDS series 2008-40)Abstract
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The Bond   Yield "Conundrum" from a Macro-Finance Perspective, by Rudebusch, Swanson, Wu (San Francisco Fed Working Papers 2006-16)Full text

An international analysis of earnings, stock prices and bond

  yields , by Alain Durré and Pierre Giot (National Bank of Belgium Working Papers 073)Abstract
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An international analysis of earnings, stock prices and bond   yields , by Alain Durré and Pierre Giot (European Central Bank Working papers 515)Full text


year - yield | yields - y2k

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