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DateTitle Authors
2009 On the importance of sectoral shocks for price-settingBeck, Guenter W. / Hubrich, Kirstin / Marcellino, Massimiliano
2007 Global yield curve dynamics and interactions: A dynamic Nelson-Siegel approachDiebold, Francis X. / Li, Canlin / Yue, Vivian Z.
2009 Analyzing interest rate risk: Stochastic volatility in the term structure of government bond yieldsHautsch, Nikolaus / Ou, Yangguoyi
2003 Forecasting the term structure of government bond yieldsDiebold, Francis X. / Li, Canlin
2005 Modeling bond yields in finance and macroeconomicsDiebold, Francis X. / Piazzesi, Monica / Rudebusch, Glenn D.
2007 Gradualism, transparency and improved operational framework: A look at the overnight volatility transmissionColarossi, Silvio / Zaghini, Andrea
2009 The federal home loan bank system: The lender of next-to-last resort?Ashcraft, Adam / Bech, Morten L. / Frame, W. Scott
2002 Nonparametric specification testing for continuous-time models with application to spot interest ratesHong, Yongmiao / Li, Haitao
1997 The term structure of interest rates when the growth rate is unobservableRiedel, Frank
1998 Volatility estimates of the short term interest rate with an application to German dataDankenbring, Henning

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