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DateTitle Authors
2004 Why Are Long Rates Sensitive to Monetary Policy?Ellingsen, Tore / Söderström, Ulf
2004 Excess Sensitivity and Volatility of Long Interest Rates: The Role of Limited Information in Bond MarketsBeechey, Meredith
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
2012 Persistence and cycles in the US Federal Funds rateCaporale, Guglielmo Maria / Gil-Alana, Luis A.
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.

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