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DateTitle 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 ratesAbbassi, 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 structureBlaskowitz, Oliver J. / Herwartz, Helmut
2004 Expected budget deficits and interest rate swap spreads - Evidence for France, Germany and ItalyHeppke-Falk, Kirsten H. / Hüfner, Felix P.
2008 Level, Slope, Curvature: Characterising the Yield Curve in a Cointegrated VAR ModelGiese, Julia V.
2010 Monetary transmission right from the start: The (dis)connection netween the money market and the ECB's main refinancing ratesAbbassi, Puriya / Nautz, Dieter
2007 The determinants of corporate risk in emerging markets: An option-adjusted spreads analysisCavallo, Eduardo / Valenzuela, Patricio
2008 A note on the model selection risk for ANOVA based adaptive forecasting of the EURIBOR swap term structureBlaskowitz, Oliver J. / Herwartz, Helmut
2004 How the Bundesbank really conducted monetary policy: An analysis based on real-time dataGerberding, Christina / Worms, Andreas / Seitz, Franz

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