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Faculty of Economics


Interest Rates: Determination, Term Structure, and Effects

Title AuthorsYearJEL Codes
The cost of CO2 abatement from Britain’s only PWR: Sizewell BNewbery, D.[2020]D61 H23 L94 C54 E43 H54 L94 Q54
Debt Crises, Fast and SlowCorsetti, G. and Maeng, S. H.[2020]E43 E62 H50 H63
Exchange Rate Risk and Business CyclesLloyd, S. P. and Marin, E. A. [2019]E43 F31
Financing low-carbon generation in the UK: The hybrid RAB modelNewbery, D., Pollitt, M., Reiner, D. and Taylor, S.[2019]C54 D53 E43 G11 H23 H54 L94 Q44 Q48
Union Debt ManagementEquiza-Goni, J., Faraglia, E., Oikonomou, R.[2018]E43 E62 H63
Aggregate and Firm level volatility: the role of acquisitions and disposals.Devonald, L., Higson, C., Holly, S.[2017]D12 E52 E43
Unconventional Monetary Policy and the Interest Rate Channel: Signalling and Portfolio RebalancingLloyd, S. P.[2017]E32 E43 E44 E52 E58 G12 G14
Estimating Nominal Interest Rate Expectations: Overnight Indexed Swaps and the Term StructureLloyd, S. P.[2017]C32 C58 E43 E47 G12
Overnight Indexed Swap Market-Based Measures of Monetary Policy ExpectationsLloyd, S. P.[2017]E43 E44 E52 G1
Long Term Government BondsFaraglia, E., Marcet, A., Oikonomou, R., Scott, A.[2016]E43 E62 H63
How do banks respond to increased funding uncertainty?Ritz, R. A. and Walther, A.[2014]D40 E43 E52 G21
Determining the optimal length of regulatory guarantee: A Length-of-Contract AuctionGreve, T. and Pollitt, M.[2013]D44 D86 E43
Persistent Habits, optimal Monetary Policy Inertia and Interest Rate SmoothingCorrado, L., Holly, S. and Raissi, M.[2012]D12 E52 E43
How do banks respond to increased funding uncertainty?Ritz, R. A.[2012]D40 E43 G21
Structural Interactions in Spatial Panels Bhattacharjee, A. and Holly, S.[2010]E42 E43 E50 E58
Understanding Interactions in Social Networks and CommitteesBhattacharjee, A. and Holly, S.[2010]D71 D85 E43 E52 C31 C34
Rational Partisan Theory, Uncertainty and Spatial Voting: Evidence for the Bank of England's MPCBhattacharjee, A. and Holly, S.[2010]E42 E43 E50 E58

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