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Results 81-90 of 21719.
Year of PublicationTitleAuthor(s)
2012Disentangling demand and supply shocks in the crude oil market: How to check sign restrictions in structural VARsLütkepohl, Helmut; Netsunajev, Aleksei
1996Determinants of the expected real long-term interest rates in the G7-countriesKrämer, Jörg W.
2004Towards an Applicable True Cost-of-Living Index that Incorporates HousingKlevmarken, N. Anders
2004Far Out on the Yield CurveAlexius, Annika
2013Quality measures in non-random sampling: MFI interest rate statisticsBojaruniec, Piotr; Huerga, Javier; Pérez-Duarte, Sébastien; Puigvert Gutiérrez, Josep Maria; Sandars, Patrick; Wijas-Jensen, Justyna Anna; Kofoed Mandsberg, Rasmus; Hofer, Christiane; Reddig, Jörg; Goggin, Jean; Eleni, Starida; Georgakopoulos, Vasilis; Nega, Stamatina; Casado, Antonio; Montornès, Jérémi; Buzzi, Maria Rosaria; Stacchini, Massimiliano; Švedas, Tomas; Goes, Wim; Technical Expert Group on MFI Interest Rate Statistics
2005Cyclical price fluctuations caused by information inertia : evidence from the German call-by-call telephone marketBaier, Antje; Bolle, Friedel
2013Testing the preferred-habitat theory: The role of time-varying risk aversionStrohsal, Till
2014Oil price uncertainty and sectoral stock returns in China: A time-varying approachCaporale, Guglielmo Maria; Ali, Faek Menla; Spagnolo, Nicola
2009Measuring Energy Supply Risks: A G7 RankingFrondel, Manuel; Ritter, Nolan; Schmidt, Christoph M.
2011Mean-variance cointegration and the expectations hypothesisStrohsal, Till; Weber, Enzo