Roy Stein

Bank of Israel

P.O. Box 780

Jerusalem, 91907

Israel

SCHOLARLY PAPERS

6

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447

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Scholarly Papers (6)

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1.

Factors Explaining Long-Term Government Bond Yields in the OECD Countries

Number of pages: 28 Posted: 13 Apr 2023
Noam Michelson and Roy Stein
Bank of Israel and Bank of Israel
Downloads 295 (189,684)

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government bonds; natural interest rate; OECD countries; panel data

2.

The Microstructure of Reference Rates: A Review of the Telbor and Libor Reference Rates

Number of pages: 23 Posted: 07 Sep 2017
Roy Stein
Bank of Israel
Downloads 69 (603,351)

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Reference rate markets, microstructure, manipulations, regulation

3.

Estimating the Natural Interest Rate Using ATSM

Number of pages: 37 Posted: 28 Jun 2013
Roy Stein
Bank of Israel
Downloads 68 (607,881)

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Monetary Policy, Term Structure Model, Macroeconomic Factors, Natural Real Interest rate

4.

חדלות פירעון של יחידים: אשראי צרכני, מחזור העסקים ומדד היד הרכה Personal Bankruptcy: Consumer Credit, the Business Cycle, and the "Leniency Index"

Number of pages: 34 Posted: 15 Feb 2024
Yehonatan Berzani, Moran Ofir and Roy Stein
Bank of Israel - Research Department, Reichman University (IDC Herzliya) and Bank of Israel
Downloads 15 (990,891)

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Personal Bankruptcy; Leniency Index; Consumer Credit; Business Cycles

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inflation-linked bonds, break-even inflation, inflation forecasts, inflation seasonality

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principal components, yield curves