Results 61-70 of 109.
|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
|2007 ||Seigniorage||Buiter, Willem H.
|2005 ||What Drives Business Cycles in a Small Open Economy with a Fixed Exchange Rate?||Dam, Niels Arne / Gregers Linaa, Jesper
|2014 ||An experiment on retail payments systems||Camera, Gabriele / Casari, Marco / Bortolotti, Stefania