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DateTitle Authors
1998 Monetary policy and market interest ratesEllingsen, Tore / Söderström, Ulf
2011 Mean-variance cointegration and the expectations hypothesisStrohsal, Till / Weber, Enzo
2000 A geometric view of interest rate theoryBjörk, Tomas
2002 Finite dimensional Markovian realizations for stochastic volatility forward rate modelsBjörk, Tomas / Landén, Camilla / Svensson, Lars
2009 Bond liquidity premiaFontaine, Jean-Sébastien / Garcia, René
2011 Cross-checking optimal monetary policy with information from the Taylor ruleTillmann, Peter
2004 Finite dimensional realizations of forward price term structure modelsGaspar, Raquel M.
2000 On the term structure of futures and forward pricesBjörk, Tomas / Landén, Camilla
2004 General quadratic term structures of bond, futures and forward pricesGaspar, Raquel M.
2003 On the geometry of interest rate modelsBjörk, Tomas

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