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Results 11-20 of 246.
Item hits:
| Date | Title |
Authors |
| 2006 | How the ECB and US Fed set interest rates | Belke, Ansgar / Polleit, Thorsten |
| 2009 | Does the ECB rely on a Taylor rule? Comparing ex-post with real time data | Belke, Ansgar / Klose, Jens |
| 2007 | Interest rate linkages in EMU countries: a rolling threshold vector error-correction approach | Poghosyan, Tigran / de Haan, Jakob / Holmås, Tor Helge |
| 2012 | A variance decomposition of index-linked bond returns | Breedon, Francis |
| 1996 | Determinants of the expected real long-term interest rates in the G7-countries | Krämer, Jörg W. |
| 2011 | Mean-variance cointegration and the expectations hypothesis | Strohsal, Till / Weber, Enzo |
| 2000 | A geometric view of interest rate theory | Björk, Tomas |
| 2002 | Finite dimensional Markovian realizations for stochastic volatility forward rate models | Björk, Tomas / Landén, Camilla / Svensson, Lars |
| 2009 | Bond liquidity premia | Fontaine, Jean-Sébastien / Garcia, René |
| 2011 | Cross-checking optimal monetary policy with information from the Taylor rule | Tillmann, Peter |
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