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DateTitle Authors
2007 SeigniorageBuiter, Willem H.
2009 Analyzing interest rate risk: Stochastic volatility in the term structure of government bond yieldsHautsch, Nikolaus / Ou, Yangguoyi
2009 On the importance of sectoral shocks for price-settingBeck, Guenter W. / Hubrich, Kirstin / Marcellino, Massimiliano
2003 The Macroeconomy and the Yield Curve: A Nonstructural AnalysisFrancis X. Diebold, / Rudebusch, Glenn D. / Aruoba, S. Boragan
2007 Global yield curve dynamics and interactions: A dynamic Nelson-Siegel approachDiebold, Francis X. / Li, Canlin / Yue, Vivian Z.
2007 Gradualism, transparency and improved operational framework: A look at the overnight volatility transmissionColarossi, Silvio / Zaghini, Andrea
2005 Modeling bond yields in finance and macroeconomicsDiebold, Francis X. / Piazzesi, Monica / Rudebusch, Glenn D.
2009 The federal home loan bank system: The lender of next-to-last resort?Ashcraft, Adam / Bech, Morten L. / Frame, W. Scott
2002 Nonparametric specification testing for continuous-time models with application to spot interest ratesHong, Yongmiao / Li, Haitao
1997 The term structure of interest rates when the growth rate is unobservableRiedel, Frank

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