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UIP for short investments in long-term bonds
UIP for short investments in long-term bonds* Annika Alexius Sveriges Riksbank, 103 37 Stockholm, Sweden. E-mail: annika.alexius@riksbank.se Abstract The empirical failure of uncovered interest parity (UIP) is one of the best-established facts...
Working paper nr 281
SVERIGES RIKSBANK WORKING PAPER SERIES 281 Lines of Credit and Investment: Firm-Level Evidence of Real Effects of the Financial Crisis Karolina Holmberg November 2013 WORKING PAPERS ARE OBTAINABLE FROM This paper can be downloaded without charge...
Monetary Policy Analysis in Backward-Looking Models
Monetary Policy Analysis in Backward-Looking Models Jesper Lindé∗ First version: November 1, 1999 This version: November 3, 2000 Abstract In this paper, I investigate quantitatively how sensitive a typical backward- looking model used in...
No 105. Conducting Monetary Policy with a Collegial Board: The New Swedish Legislation One Year On
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No 106. Price-level targeting versus inflation targeting in a forward-looking model
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Finansiell stabilitet 2001:1 Artikel 2 Konjunkturcykeln och regelverketet för banker
⁄ Konjunkturcykeln och regelverket för banker Bankernas resultat är starkt beroende av konjunktursvängningar, främst genom effekterna på kreditförlusterna. Detta beaktas endast delvis i de...
Finansiell stabilitet 2001:2 Artikel 1 Övervakning av den finansiell infrastrukturen och finansiell stabilitet
⁄ 26 Se Penning- och valutapolitik nr. 3:2001. I sitt arbete med att verka för finansiell stabilitet fokuserar Riksban- ken på två huvudområden. Det ena är betalningssystemet och dess...
Data to Financial Stability Report 2008:2
Data - 1.1 Chart 1:1. Selection of interest rates in the US money market Per cent Source: Reuters Ecowin Policy rate O/N-rate 3-month interbank rate 3-month treasury bill rate 1/3/05 2.25 2.268 1/4/05 2.25 2.31875 2.57 2.346 1/5/05 2.25 2.32...
Financial Stability Report 2007/1
1 F IN A N C IA L S T A B IL IT Y R E P O R T 1 / 2 0 0 7 SUMMARY OF THE STABILITY ASSESSMENT Financial Stability Report 2007:1 24 May 2007 2 F IN A N C IA L S T A B IL IT Y R E P O R T 1 / 2 0 0 7 3 F IN A N C IA L S T A B IL IT Y R E P O R T 1...
Data to Financial Stability Report 2007:2
Data - 1.1 Chart 1:1. Three month treasury bills interest Per cent Source: Reuters Ecowin Euro area USA 2000-01-03 3.280 5.405 2000-01-04 3.250 5.379 2000-01-05 3.290 5.430 2000-01-06 3.240 5.393 2000-01-07 3.260 5.375 2000-01-08 3.267 5.378...