Results 61-70 of 115.
|2009 ||On the importance of sectoral shocks for price-setting||Beck, Guenter W. / Hubrich, Kirstin / Marcellino, Massimiliano
|2007 ||Global yield curve dynamics and interactions: A dynamic Nelson-Siegel approach||Diebold, Francis X. / Li, Canlin / Yue, Vivian Z.
|2009 ||Analyzing interest rate risk: Stochastic volatility in the term structure of government bond yields||Hautsch, Nikolaus / Ou, Yangguoyi
|2003 ||Forecasting the term structure of government bond yields||Diebold, Francis X. / Li, Canlin
|2005 ||Modeling bond yields in finance and macroeconomics||Diebold, Francis X. / Piazzesi, Monica / Rudebusch, Glenn D.
|2007 ||Gradualism, transparency and improved operational framework: A look at the overnight volatility transmission||Colarossi, 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 rates||Hong, Yongmiao / Li, Haitao
|1997 ||The term structure of interest rates when the growth rate is unobservable||Riedel, Frank
|1998 ||Volatility estimates of the short term interest rate with an application to German data||Dankenbring, Henning