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DateTitle Authors
2013 Prediction Bias Correction for Dynamic Term Structure ModelsRaviv, Eran
2010 Explaining ECB and Fed interest rate correlation: Economic interdependence and optimal monetary policyMandler, Martin
2012 The yield spread puzzle and the information content of SPF forecastsLahiri, Kajal / Monokroussos, George / Zhao, Yongchen
2010 The analytics of New Keynesian Phillips curvesMaußner, Alfred
2015 Examining Full Collateral Coverage in Canada’s Large Value Transfer SystemEmbree, Lana / Taylor, Varya
2011 Contagion at the interbank market with stochastic LGDMemmel, Christoph / Sachs, Angelika / Stein, Ingrid
2011 Contagion in the interbank market and its determinantsMemmel, Christoph / Sachs, Angelika
2008 Information criteria for impulse response function matching estimation of DSGE modelsHall, Alastair / Inoue, Atsushi / Nason, James M. / Rossi, Barbara
2014 Heterogeneous forecasters and nonlinear expectation formation in the US stock marketPierdzioch, Christian / Reitz, Stefan / Ruelke, Jan-Christoph
2010 News versus sunspot shocks in a New Keynesian modelKarnizova, Lilia

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