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DateTitle Authors
2003 On the geometry of interest rate modelsBjörk, Tomas
2000 On the construction of finite dimensional realizations for nonlinear forward rate modelsBjörk, Tomas / Landén, Camilla
2012 Persistence and cycles in the US federal funds rateCaporale, Guglielmo Maria / Gil-Alana, Luis A.
2010 Strategic forecasting on the FOMCTillmann, Peter
2011 Reputation and forecast revisions: Evidence from the FOMCTillmann, Peter
2007 Money market uncertainty and retail interest rate fluctuations: A cross-country comparisonRaunig, Burkhard / Scharler, Johann
2009 How Do Bank Lending Rates and the Supply of Loans React to Shifts in Loan Demand in the U.K.?Burgstaller, Johann / Scharler, Johann
2006 Mean variance optimization of non-linear systems and worst-case analysisParpas, Panos / Rustem, Berc / Wieland, Volker / Zakovic, Stan
1997 A class of Health-Jarrow-Morton models in which the unbiased expectations hypothesis holdsRiedel, Frank
2006 How the ECB and US Fed set interest ratesBelke, Ansgar / Polleit, Thorsten

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