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DateTitle Authors
2002 Extended Libor Market Models with Affine and Quadratic VolatilityZühlsdorff, Christian
2011 Real effects of quantitative easing at the zero-lower bound: Structural VAR-based evidence from JapanSchenkelberg, Heike / Watzka, Sebastian
2009 Determinantes de la tasa interbancaria de préstamos en ArgentinaAnastasi, Alejandra / Elosegui, Pedro / Sangiácomo, Máximo
2005 Modeling the FIBOR/EURIBOR swap term structure: an empirical approachBlaskowitz, Oliver J. / Herwartz, Helmut / Cadenas Santiago, Gonzalo de
2006 British interest rate convergence between the US and Europe: a recursive cointegration analysisWeber, Enzo
2009 Controllability and persistence of money Market rates along the yield curve: evidence from the Euro areaBusch, Ulrike / Nautz, Dieter
2008 Discounting the long-distant future: a simple explanation for the Weitzman-Gollier-puzzleBuchholz, Wolfgang / Schumacher, Jan
2009 Common trends and common cycles among interest rates of the G7-countriesLindenberg, Nannette / Westermann, Frank
2011 Financial contagion and the European debt crisisMissio, Sebastian / Watzka, Sebastian
2008 Asymptotic maturity behavior of the term structureSchulze, Klaas

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