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DateTitle Authors
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
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
2012 Long-run trends or short-run fluctuations: What establishes the correlation between oil and food prices?Krätschell, Karoline / Schmidt, Torsten
2011 Reputation and forecast revisions: Evidence from the FOMCTillmann, Peter
2011 Global bond risk premiumsHellerstein, Rebecca
2012 Persistence and cycles in the US Federal Funds rateCaporale, Guglielmo Maria / Gil-Alana, Luis A.

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