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DateTitle Authors
2006 How the ECB and US Fed set interest ratesBelke, Ansgar / Polleit, Thorsten
2009 Does the ECB rely on a Taylor rule? Comparing ex-post with real time dataBelke, Ansgar / Klose, Jens
2007 Interest rate linkages in EMU countries: a rolling threshold vector error-correction approachPoghosyan, Tigran / de Haan, Jakob / Holmås, Tor Helge
2012 A variance decomposition of index-linked bond returnsBreedon, Francis
1996 Determinants of the expected real long-term interest rates in the G7-countriesKrämer, Jörg W.
2011 Mean-variance cointegration and the expectations hypothesisStrohsal, Till / Weber, Enzo
2000 A geometric view of interest rate theoryBjörk, Tomas
2002 Finite dimensional Markovian realizations for stochastic volatility forward rate modelsBjörk, Tomas / Landén, Camilla / Svensson, Lars
2009 Bond liquidity premiaFontaine, Jean-Sébastien / Garcia, René
2011 Cross-checking optimal monetary policy with information from the Taylor ruleTillmann, Peter

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