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DateTitle Authors
2003 Cointegration and Regime-Switching Risk Premia in the U.S. Term Structure of Interest RatesTillmann, Peter
2013 Testing the preferred-habitat theory: The role of time-varying risk aversionStrohsal, Till
2009 US-euro area monetary policy interdependence: new evidence from Taylor Rule based VECMsBelke, Ansgar / Cui, Yuhua
2009 Does the ECB rely on a Taylor rule? Comparing ex-post with real time dataBelke, Ansgar / Klose, Jens
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
2013 Money, stock prices and central banks: Cross-country comparisons of cointegrated VAR modelsBelke, Ansgar / Wiedmann, Marcel
2014 Böhm-Bawerk und die Anfänge der monetären ZinstheorieSpahn, Peter
1999 Monetary policy with uncertain parametersSöderström, Ulf
2004 Why Are Long Rates Sensitive to Monetary Policy?Ellingsen, Tore / Söderström, Ulf

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