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DateTitle Authors
2009 How should the distant future be discounted when discount rates are uncertain?Gollier, Christian / Weitzman, Martin L.
2013 Testing for a break in the persistence in yield spreads of EMU government bondsSibbertsen, Philipp / Wegener, Christoph / Basse, Tobias
2010 Monetary transmission right from the start: The (dis)connection between the money market and the ECB's main refinancing ratesAbbassi, Puriya / Nautz, Dieter
2011 Cointegrated VARMA models and forecasting US interest ratesKascha, Christian / Trenkler, Carsten
2009 Modeling Monetary PolicyReynard, Samuel / Schabert, Andreas
2008 Adaptive forecasting of the EURIBOR swap term structureBlaskowitz, Oliver J. / Herwartz, Helmut
2011 Forecasting the U.S. Term Structure of Interest Rates using a Macroeconomic Smooth Dynamic Factor ModelKoopman, Siem Jan / van der Wel, Michel
2009 A joint macroeconomic-yield curve model for HungaryReppa, Zoltán
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

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