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DateTitle Authors
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
2015 Real effects of sovereign bond market spillovers in the euro areaGadatsch, Niklas
2008 Asymptotic maturity behavior of the term structureSchulze, Klaas
2009 The cross-section of output and inflation in a dynamic stochastic general equilibrium model with sticky pricesDöpke, Jörg / Funke, Michael / Holly, Sean / Weber, Sebastian
2013 Determinants of the onshore and offshore Chinese Government yield curvesLoechel, Horst / Packham, Natalie / Walisch, Fabian
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
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

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