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DateTitle Authors
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
2007 SeigniorageBuiter, 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 systemsCamera, Gabriele / Casari, Marco / Bortolotti, Stefania

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