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  • Search: subject:"Interest rate"
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Year of publication
Subject
All
Zins 16,155 Interest rate 16,081 Theorie 13,426 Theory 13,369 Zinsstruktur 13,272 Yield curve 13,239 Geldpolitik 12,561 Monetary policy 12,559 Monetary transmission 7,944 Geldpolitische Transmission 7,938 USA 6,289 United States 6,233 Schätzung 5,678 Estimation 5,648 EU-Staaten 3,435 EU countries 3,413 Zinspolitik 3,333 Interest rate policy 3,230 Risk premium 2,587 Risikoprämie 2,565 Eurozone 2,536 Euro area 2,522 Öffentliche Anleihe 2,326 Public bond 2,320 Welt 2,195 World 2,189 Deutschland 2,168 Exchange rate 2,152 Wechselkurs 2,150 Germany 2,109 Schock 2,080 Shock 2,071 Inflation 2,032 Real interest rate 2,008 Bank 2,007 Realzins 2,007 Volatilität 1,999 Volatility 1,991 Kreditgeschäft 1,962 Bank lending 1,956
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Online availability
All
Free 19,387 Undetermined 6,323
Type of publication
All
Book / Working Paper 26,229 Article 20,766 Other 47 Journal 21
Type of publication (narrower categories)
All
Article in journal 17,768 Aufsatz in Zeitschrift 17,768 Graue Literatur 11,716 Non-commercial literature 11,716 Working Paper 11,649 Arbeitspapier 11,121 Aufsatz im Buch 1,860 Book section 1,860 Hochschulschrift 1,181 Thesis 954 Collection of articles of several authors 282 Sammelwerk 282 Collection of articles written by one author 251 Sammlung 251 Konferenzschrift 196 Bibliografie enthalten 193 Bibliography included 193 Conference paper 167 Konferenzbeitrag 167 Amtsdruckschrift 166 Government document 166 Conference proceedings 103 Aufsatzsammlung 102 Article 97 Lehrbuch 95 Dissertation u.a. Prüfungsschriften 91 Textbook 91 Systematic review 59 Übersichtsarbeit 59 Forschungsbericht 36 Case study 34 Fallstudie 34 Statistik 32 Statistics 27 Mehrbändiges Werk 22 Multi-volume publication 22 Amtliche Publikation 19 Reprint 19 Rezension 19 Glossar enthalten 15
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Language
All
English 40,254 Undetermined 2,858 German 2,211 Spanish 579 French 528 Italian 176 Portuguese 127 Polish 70 Dutch 47 Russian 42 Czech 39 Croatian 26 Hungarian 25 Norwegian 21 Danish 16 Indonesian 15 Finnish 11 Lithuanian 11 Romanian 10 Bulgarian 9 Swedish 9 Slovenian 7 Serbian 7 Turkish 6 Ukrainian 6 Slovak 4 Chinese 2 Afrikaans 1 Korean 1 Latin 1 Macedonian 1 Multiple languages 1 Albanian 1
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Author
All
Belke, Ansgar 138 Rudebusch, Glenn D. 118 Caporale, Guglielmo Maria 116 Peydró, José-Luis 100 Gambacorta, Leonardo 97 Mishkin, Frederic S. 93 Galí, Jordi 87 Svensson, Lars E. O. 84 Woodford, Michael 81 Ehrmann, Michael 78 Uribe, Martín 73 Friedman, Benjamin M. 72 Nautz, Dieter 72 Thornton, Daniel L. 72 Wieland, Volker 71 Schabert, Andreas 70 Campbell, John Y. 69 Cebula, Richard J. 69 Christiano, Lawrence J. 69 Honkapohja, Seppo 69 Chinn, Menzie David 67 Favero, Carlo A. 67 Wu, Jing Cynthia 67 MacDonald, Ronald 65 Ongena, Steven 65 Akram, Tanweer 64 Chiarella, Carl 64 Memmel, Christoph 64 Orphanides, Athanasios 63 Afonso, António 62 Artus, Patrick 62 Cheung, Yin-Wong 61 Christensen, Jens H. E. 61 Ireland, Peter N. 61 Taylor, Alan M. 61 Gerlach, Stefan 60 Hsing, Yu 60 Scharler, Johann 60 Coenen, Günter 59 Neuenkirch, Matthias 59
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Institution
All
International Monetary Fund (IMF) 939 National Bureau of Economic Research 875 International Monetary Fund 361 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 172 C.E.P.R. Discussion Papers 70 EconWPA 48 European Central Bank 34 Banca d'Italia 27 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 25 CESifo 23 Federal Reserve Bank of San Francisco 23 Deutsche Bundesbank 22 Society for Computational Economics - SCE 22 Federal Reserve Bank of St. Louis 20 Graduate School of Business, Columbia University 19 Ekonomiska forskningsinstitutet <Stockholm> 18 HAL 18 Institute for International Economic Studies (IIES), Stockholms Universitet 18 Banque de France 17 Basel Committee on Banking Supervision 17 Centre for Analytical Finance <Århus> 17 Economics Department, Organisation de Coopération et de Développement Économiques (OCDE) 17 Federal Reserve Bank of New York 17 Institut für Weltwirtschaft 17 Internationaler Währungsfonds / Research Department 17 SUERF - The European Money and Finance Forum 17 Springer Fachmedien Wiesbaden 17 Suomen Pankki 17 Bank for International Settlements (BIS) 15 Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung 15 Bank of Japan 15 Federal Reserve Bank of Cleveland 15 Banco de España 14 Bank of Canada 14 Finance Discipline Group, Business School 14 Europäisches Parlament / Policy Department for Economic, Scientific and Quality of Life Policies 13 Federal Reserve System / Board of Governors 13 Internationaler Währungsfonds 13 Oesterreichische Nationalbank 13 School of Economics, Faculty of Arts and Social Sciences 13
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Published in...
All
NBER working paper series 868 Working paper / National Bureau of Economic Research, Inc. 828 NBER Working Paper 627 IMF Working Papers 610 Discussion paper / Centre for Economic Policy Research 518 Journal of banking & finance 428 Working paper series / European Central Bank 375 Journal of international money and finance 343 IMF Staff Country Reports 315 Journal of money, credit and banking : JMCB 304 Journal of monetary economics 284 Applied economics 276 Working paper 256 ECB Working Paper 255 Economics letters 255 Finance and economics discussion series 255 Economic modelling 250 CESifo working papers 215 Discussion papers / CEPR 205 IMF working paper 205 IMF working papers 203 Journal of economic dynamics & control 203 Journal of macroeconomics 200 The journal of futures markets 193 The journal of fixed income 182 Applied financial economics 177 MPRA Paper 171 International review of economics & finance : IREF 166 Journal of financial economics 165 Applied economics letters 156 IMF Working Paper 148 The review of financial studies 142 Journal of international financial markets, institutions & money 141 International journal of theoretical and applied finance 138 European economic review : EER 131 The journal of finance : the journal of the American Finance Association 128 International journal of central banking : IJCB 126 Working papers / Bank for International Settlements 124 Staff reports / Federal Reserve Bank of New York 122 Staff working paper / Bank of Canada 115
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Source
All
ECONIS (ZBW) 42,397 RePEc 3,695 EconStor 641 USB Cologne (EcoSocSci) 221 BASE 99 ArchiDok 10
Showing 1 - 10 of 47,063
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Macroeconomic effects of monetary policy in Japan : an analysis using interest rate futures surprises
Kubota, Hiroyuki; Shintani, Mototsugu - 2023
Persistent link: https://www.econbiz.de/10013561653
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Demand-supply imbalance risk and long-term swap spreads
Hanson, Samuel G.; Malkhozov, Aytek; Venter, Gyuiri - 2022
Persistent link: https://www.econbiz.de/10013172797
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Demand-supply imbalance risk and long-term swap spreads
Hanson, Samuel G.; Malkhozov, Aytek; Venter, Gyuiri - 2022
Persistent link: https://www.econbiz.de/10013175025
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A GARCH approach to modeling Chilean long-term swap yields
Akram, Tanweer; Mamun, Khawaja Abdullah al - 2022
examines whether the month-over-month change in the short-term interest rate has a decisive influence on the long-term swap … short-term interest rate has an economically meaningful and statistically significant effect on the change of the interbank …
Persistent link: https://www.econbiz.de/10013254272
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The dynamics of monthly changes in US swap yields : a Keynesian perspective
Akram, Tanweer; Mamun, Khawaja Abdullah al - 2022
John Maynard Keynes (1930) asserted that the central bank sways the long-term interest rate through the influence of … its policy rate on the short-term interest rate. Recent empirical research shows that Keynes's conjecture holds for long …
Persistent link: https://www.econbiz.de/10013383200
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The effects of the LIBOR scandal on volatility and liquidity in LIBOR futures markets
Bachmair, Kilian - 2023
Persistent link: https://www.econbiz.de/10013530819
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Chinese yuan interest rate swap yields
Akram, Tanweer; Mamun, Khawaja Abdullah al - 2023
This paper models the dynamics of Chinese yuan (CNY)-denominated long-term interest rate swap yields. The financial …, interest rate swaps are likely to have an important role in the Chinese financial system. This paper shows that the short …-term interest rate exerts a decisive influence on the long-term swap yield after controlling for various macrofinancial variables …
Persistent link: https://www.econbiz.de/10013547789
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Forecasting swap rate volatility with information from swaptions
Liu, Xiaoxi; Xie, Jinming - 2023
Persistent link: https://www.econbiz.de/10013502696
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An analysis of UK swap yields
Akram, Tanweer; Mamun, Khawaja Abdullah al - 2022
John Maynard Keynes argued that the central bank influences the long-term interest rate through the effect of its … policy rate on the short-term interest rate. However, Keynes's claim was confined to the behavior of the long-term government …-the-counter financial derivatives by econometrically modeling the dynamics of the pound sterling-denominated longterm interest rate swap …
Persistent link: https://www.econbiz.de/10013484618
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The impact of stochastic volatility on initial margin and MVA for interest rate derivatives
Hoencamp, J. H.; Kort, J. P. de; Kandhai, B. D. - In: Applied mathematical finance 29 (2022) 2, pp. 141-179
Persistent link: https://www.econbiz.de/10013554796
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