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DateTitle Authors
2007 Analyzing the Term Structure of Interest Rates using the Dynamic Nelson-Siegel Model with Time-Varying ParametersKoopman, Siem Jan / Mallee, Max I.P. / van der Wel, Michel
14-Oct-2013 Kapitalwertmethode bei nicht-flacher ZinsstrukturkurveKohn, Wolfgang
1999 The Informational Advantage of Foreign Investors: An Empirical Study of the Swedish Bond MarketSäfvenblad, Patrik
2009 Interest rate rules and monetary targeting: What are the links?Gerberding, Christina / Seitz, Franz / Worms, Andreas
2012 Modifying Taylor reaction functions in presence of the zero-lower-bound: Evidence for the ECB and the FedBelke, Ansgar / Klose, Jens
2009 A simple model of an oil based global savings glut: The 'China factor' and the OPEC cartelBelke, Ansgar / Gros, Daniel
2009 A simple model of an oil based global savings glut: the China factor and the OPEC cartelBelke, Ansgar / Gros, Daniel
2014 The relevance of international spillovers and asymmetric effects in the Taylor ruleBeckmann, Joscha / Belke, Ansgar / Dreger, Christian
2012 Interest rate pass-through in the EMU: New evidence from nonlinear cointegration techniques for fully harmonized dataBeckmann, Joscha / Belke, Ansgar / Verheyen, Florian
2014 Drifts, Volatilities and Impulse Responses Over the Last CenturyWang, Mu-Chun / Amir Ahmadi, Pooyan / Matthes, Christian

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