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DateTitle Authors
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
2002 Benchmark yield undershooting in the E.M.U.Antzoulatos, Angelos A.
2006 The effect of the MNB's communication on financial marketsGábriel, Péter / Pintér, Klára
2002 The puzzle of the Swiss interest rate island : stylized facts and a new interpretationKugler, Peter / Weder, Beatrice
2001 Interest rate volatility prior to monetary union under alternative pre-switch regimesWilfling, Bernd
2010 (How) do the ECB and the Fed react to financial market uncertainty? The Taylor rule in times of crisisBelke, Ansgar / Klose, Jens
2001 The convergence of international interest rates prior to Monetary UnionWilfling, Bernd
2009 Controllability and persistence of money market rates along the yield curve: evidence from the euro areaBusch, Ulrike / Nautz, Dieter

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