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DateTitle Authors
2004 Modelling the yield curve: A two components approachHatgioannides, John / Karanasos, Menelaos / Karanassou, Marika
2007 Forecasting the Yield curve using priors from no arbitrage affine term structure modelsCarriero, Andrea
2005 Identifying the interdependence between US monetary policy and the stock marketBjørnland, Hilde C. / Leitemo, Kai
2010 Do FOMC members herd?Rülke, Jan-Christoph / Tillmann, Peter
2011 Behind closed doors: Revealing the ECB's decision ruleHayo, Bernd / Méon, Pierre-Guillaume
2012 Interest rate pass-through in the EMU: New evidence from nonlinear cointegration techniques for fully harmonized dataBelke, Ansgar / Beckmann, Joscha / Verheyen, Florian
2012 Modifying Taylor reaction functions in presence of the zero-lower-bound: Evidence for the ECB and the FedBelke, Ansgar / Klose, Jens
2011 What is the risk of European sovereign debt defaults? Fiscal space, CDS spreads and market pricing of ristkAizenman, Joshua / Hutchison, Michael / Jinjarak, Yothin
2012 The yield spread puzzle and the information content of SPF forecastsLahiri, Kajal / Monokroussos, George / Zhao, Yongchen
2012 EMU, the changing role of public debt and the revival of sovereign credit risk perceptionSchmid, Kai Daniel / Schmidt, Michael

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