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DateTitle Authors
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
2010 Competition among banks and the pass-through of monetary policyGüntner, Jochen
2010 La gestión de la liquidez del Banco Central Europeo durante la crisis financiera: 2008 - 2009Pateiro Rodríguez, Carlos / García Iglesias, Jesús M. / Nuñez Gamallo, Ramón
2008 Beating the Random Walk: a Performance Assessment of Long-term Interest Rate Forecastsden Butter, Frank A.G. / Jansen, Pieter W.
2009 Dynamic Factor Models with Smooth Loadings for Analyzing the Term Structure of Interest RatesJungbacker, Borus / Koopman, Siem Jan / van der Wel, Michel
2009 Bank of Canada communication and the predictability of Canadian monetary policyHayo, Bernd / Neuenkirch, Matthias
2009 Does FOMC communication help predicting federal funds target rate changes?Hayo, Bernd / Neuenkirch, Matthias

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