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Results 51-60 of 246.
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| Date | Title |
Authors |
| 2009 | How should the distant future be discounted when discount rates are uncertain? | Gollier, Christian / Weitzman, Martin L. |
| 2010 | Monetary transmission right from the start: The (dis)connection between the money market and the ECB's main refinancing rates | Abbassi, Puriya / Nautz, Dieter |
| 2007 | What Explains the Spread Between the Euro Overnight Rate and the ECB's Policy Rate? | Linzert, Tobias / Schmidt, Sandra |
| 2008 | Adaptive forecasting of the EURIBOR swap term structure | Blaskowitz, Oliver J. / Herwartz, Helmut |
| 2004 | Expected budget deficits and interest rate swap spreads - Evidence for France, Germany and Italy | Heppke-Falk, Kirsten H. / Hüfner, Felix P. |
| 2008 | Level, Slope, Curvature: Characterising the Yield Curve in a Cointegrated VAR Model | Giese, Julia V. |
| 2010 | Monetary transmission right from the start: The (dis)connection netween the money market and the ECB's main refinancing rates | Abbassi, Puriya / Nautz, Dieter |
| 2007 | The determinants of corporate risk in emerging markets: An option-adjusted spreads analysis | Cavallo, Eduardo / Valenzuela, Patricio |
| 2008 | A note on the model selection risk for ANOVA based adaptive forecasting of the EURIBOR swap term structure | Blaskowitz, Oliver J. / Herwartz, Helmut |
| 2004 | How the Bundesbank really conducted monetary policy: An analysis based on real-time data | Gerberding, Christina / Worms, Andreas / Seitz, Franz |
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