Results 1-10 of 416.
|2006 ||Fisher's theory of interest rates and the notion of real: a critique||Tymoigne, Éric
|2008 ||Monetary policy surprises and the expectations hyothesis at the short of the yield curve||Demiralp, Selva
|2014 ||Financial conditions, macroeconomic factors and (un)expected bond excess returns||Fricke, Christoph / Menkhoff, Lukas
|2006 ||The dynamic relationship between the Euro overnight rate, the ECB´s policy rate and the term spread||Offermanns, Christian J. / Nautz, Dieter
|2008 ||Have Euro Area Government Bond Risk Premia Converged To Their Common State?||Pozzi, Lorenzo / Wolswijk, Guido
|2009 ||The Fed's perceived Phillips curve: vidence from individual FOMC forecasts||Tillmann, Peter
|2008 ||Estimating yield curves from swap, BUBOR and FRA data||Reppa, Zoltán
|2010 ||Fractional cointegration in US term spreads||Caporale, Guglielmo Maria / Gil-Alana, Luis A.
|2004 ||Far Out on the Yield Curve||Alexius, Annika
|2003 ||Cointegration and Regime-Switching Risk Premia in the U.S. Term Structure of Interest Rates||Tillmann, Peter