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DateTitle Authors
2013 Testing for a break in the persistence in yield spreads of EMU government bondsSibbertsen, Philipp / Wegener, Christoph / Basse, Tobias
2001 What if the fed had been an inflation nutter?Söderlind, Paul
2004 Credit Rationing Effects of Credit Value-at-RiskSlijkerman, Jan Frederik / Smant, David J.C. / de Vries, Casper G.
2014 Bond risk premia and Gaussian term structure modelsFeunou, Bruno / Fontaine, Jean-Sébastien
2008 Macroeconomic determinants of the term structure of corporate spreadsYang, Jun
2008 Combining Canadian interest-rate forecastsBolder, David Jamieson / Romanyuk, Yuliya
2008 McCallum rules, exchange rates, and the term structure of interest ratesDiez de los Rios, Antonio
2002 Solution of macromodels with Hansen-Sargent robust policies: Summary and some extensionsGiordani, Paolo / Söderlind, Paul
2009 Uncovered interest parity in a partially Dollarized developing country: Does UIP hold in Bolivia (and if not, why not?)Melander, Ola
2012 An international dynamic term structure model with economic restrictions and unspanned risksBauer, Gregory H. / Diez de los Rios, Antonio

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