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1
Article 		Term structure forecasting : no-arbitrage restrictions versus large information set
Year:                     
2012
Person:  Favero, Carlo A.; Niu, Linlin; Sala, Luca
Published in:  Journal of forecasting ; 31
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2
Book / Working Paper 		Determinants of bank interest spread in Estonia
Year:                     
2012
Person:  Männasoo, Kadri
Publisher:  Tallinn : Eesti Pank
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3
Book / Working Paper 		Error corrected disequilibrium
Year:                     
2012
Person:  Holmberg, Ulf
Publisher:  Umeå : Univ., Dep. of Economics
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4
Book / Working Paper 		Interest rates, prices and liquidity : lessons from the financial crisis
Year:                     
2012
Publisher:  Cambridge [u.a.] : Cambridge Univ. Press
Affiliated person:  Chadha, Jagjit
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5
Article 		Bond risk premiums and optimal monetary policy
Year:                     
2012
Person:  Palomino, Francisco
Published in:  Review of economic dynamics ; 15
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6
Book / Working Paper 		On the Term Structure of Interest Rates of the Mexican Government
Year:                     
2011-12
Person:  García-Verdú, Santiago
Institution:  Banco de México
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7
Book / Working Paper 		Computing maximally smooth forward rate curves for coupon bonds: An iterative piecewise quartic polynomial interpolation method
Year:                     
2011-08
Person:  Beaumont, Paul; Jerassy-Etzion, Yaniv
Institution:  Department of Economics, Florida State University
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8
Book / Working Paper 		Preferred-habitat investors and the US term structure of real rates
Year:                     
2011-07-28
Person:  Kaminska, Iryna; Vayanos, Dimitri; Zinna, Gabriele
Institution:  Bank of England
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9
Book / Working Paper 		Theory and empirics of an affine term structure model applied to European data
Year:                     
2011-07
Person:  Jakas, Vicente
Institution:  Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität
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10
Book / Working Paper 		The Term Structure of Interest Rates in Small Open Economy DSGE Model
Year:                     
2011-02
Person:  Maršál, Aleš
Institution:  Institut ekonomických studií, Faculty of Social Sciences
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11
Article 		Macroeconomic factors and yield curve for the emerging Indian economy
Year:                     
2011
Person:  Kanjilal, Kakali
Publisher:  Taylor and Francis Journals
Published in:  Macroeconomics and Finance in Emerging Market Economies
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12
Book / Working Paper 		No-Arbitrage One-Factor Models of the South African Term-Structure of Interest Rates
Year:                     
2011
Person:  Aling, Peter; Hassan, Shakill
Institution:  Economic Research Southern Africa (ERSA)
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13
Book / Working Paper 		Credit and liquidity risks in euro area sovereign yield curves
Year:                     
2011
Person:  Monfort, A.; Renne, J-P.
Institution:  Banque de France
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14
Article 		Are long-run inflation expectations anchored more firmly in the Euro area than in the United States?
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15
Book / Working Paper 		The impact of the global financial crisis on emerging financial markets
Year:                     
2011
Publisher:  Bingley [u.a.] : Emerald
Affiliated person:  Batten, Jonathan
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16
Article 		Labor unions, bargaining power and corporate bond yield spreads : structural credit model perspectives
Year:                     
2011
Person:  Chen, Tsung-kang; Chen, Yan-shing; Liao, Hsien-Hsing
Published in:  Journal of banking & finance ; 35
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17
Article 		Downside risk and the size of credit spreads
Year:                     
2011
Person:  Gemmill, Gordon; Keswani, Aneel
Published in:  Journal of banking & finance ; 35
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18
Article 		Investment shocks and the relative price of investment
Year:                     
2011
Person:  Justiniano, Alejandro; Primiceri, Giorgio E.; Tambalotti, Andrea
Published in:  Review of economic dynamics ; 14
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19
Article 		IMF surveillance and financial markets : a political economy analysis
Year:                     
2011
Person:  Fratzscher, Marcel; Reynaud, Julien
Published in:  European journal of political economy ; 27
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20
Book / Working Paper 		Fractional integration and the volatility of UK interest rates
Year:                     
2011
Person:  Coleman, Simeon; Sirichand, Kavita
Publisher:  Leicester : Univ. of Leicester, Dep. of Economics
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21
Article 		Monetary policy shifts and the term structure
Year:                     
2011
Affiliated person:  Ang, Andrew; Boivin, Jean; Dong, Sen; Loo-kung, Rudy
Published in:  The review of economic studies ; 78
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22
Article 		Forecasting the yield curve using priors from no-arbitrage affine term structure models
Year:                     
2011
Person:  Carriero, Andrea
Published in:  International economic review ; 52
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23
Article 		The term structures of equity and interest rates
Year:                     
2011
Person:  Lettau, Martin; Wachter, Jessica A.
Published in:  Journal of financial economics ; 101
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24
Book / Working Paper 		Preferred-habitat investors and the US term structure of real rates
Year:                     
2011
Person:  Kaminska, Iryna; Vayanos, Dimitri; Zinna, Gabriele
Publisher:  London : Bank of England
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25
Article 		Internal liquidity risk in corporate bond yield spreads
Year:                     
2011
Person:  Chen, Tsung-kang; Liao, Hsien-hsing; Tsai, Pei-ling
Published in:  Journal of banking & finance ; 35
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26
Article 		Banks exposure to interest rate risk, their earnings from term transformation, and the dynamics of the term structure
Year:                     
2011
Person:  Memmel, Christoph
Published in:  Journal of banking & finance ; 35
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27
Article 		The term structure of CD rates and monetary policy transmission
Year:                     
2011
Person:  Nishiyama, Yasuo
Published in:  Journal of banking & finance ; 35
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28
Article 		Politics and monetary policy
Year:                     
2011
Person:  Ehrmann, Michael; Fratzscher, Marcel
Published in:  The review of economics and statistics ; 93
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29
Article 		Time-variation in term premia : international survey-based evidence
Year:                     
2011
Person:  Jongen, Ron; Verschoor, Willem F. C.; Wolff, Christiaan Cornelis Petrus
Published in:  Journal of international money and finance ; 30
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30
Book / Working Paper 		The dynamics of the term structure of interest rates in the United States in light of the financial crisis of 2007 10
Year:                     
2011
Person:  Medeiros, Carlos; Rodríguez, Marco
Publisher:  Washington, DC : Internat. Monetary Fund
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31
Article 		Foreign bank presence and bank spreads : evidence from Turkey
Year:                     
2011
Person:  Yalçınkaya Koyuncu, Jülide
Published in:  AUCO Czech economic review : acta Universitatis Carolinae oeconomica ; 5
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32
Book / Working Paper 		Interpreting currency movements during the crisis : what's the role of interest rate differentials?
Year:                     
2011
Person:  Batini, Nicoletta; Dowling, Thomas
Publisher:  Washington, DC : Internat. Monetary Fund
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33
Book / Working Paper 		Exploration of the Brazilian term structure in a hidden Markov framework
Year:                     
2011
Person:  Munclinger, Richard
Publisher:  Washington, DC : Internat. Monetary Fund
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34
Article 		Money market integration and sovereign CDS spreads dynamics in the new EU states
Year:                     
2011
Person:  Chobanov, Petar; Lahiani, Amine; Nenovksy, Nikolay
Published in:  Monetary policy after the crisis
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35
Book / Working Paper 		On Brazils term structure : stylized facts and analysis of macroeconomic interactions
Year:                     
2011
Publisher:  Washington, DC : Internat. Monetary Fund
Affiliated person:  Alves, Luiz; Cabral, Rodrigo; Munclinger, Richard; Rodriguez Waldo, Marco
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36
Book / Working Paper 		A model of liquidity hoarding and term premia in inter-bank markets
Year:                     
2011
Person:  Acharya, Viral V.; Skeie, David
Publisher:  London : Centre for Economic Policy Research
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37
Book / Working Paper 		The behavior of interest rates and credit flows : persistence and cycles
Year:                     
2011
Person:  Busch, Ulrike
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38
Article 		Implementation of monetary policy : how do central banks set interest rates?
Year:                     
2011
Person:  Friedman, Benjamin M.; Kuttner, Kenneth N.
Published in:  Handbook of monetary economics ; Vol. 3,B
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39
Book / Working Paper 		Effects of liquidity on the nondefault component of corporate yield spreads : evidence from intraday transactions data
Year:                     
2011
Person:  Han, Song; Zhou, Hao
Publisher:  Hong Kong : Hong Kong Inst. for Monetary Research
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40
Book / Working Paper 		A macro-finance approach to exchange rate determination
Year:                     
2011
Person:  Chen, Yu-chin; Tsang, Kwok Ping
Publisher:  Hong Kong : Hong Kong Inst. for Monetary Research
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41
Book / Working Paper 		Changes in the federal reserve communication strategy : a structural investigation
Year:                     
2011
Person:  Hirose, Yasuo; Kurozumi, Takushi
Publisher:  Tokyo : Bank of Japan
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42
Article 		Domain restrictions on interest rates implied by no arbitrage
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43
Article 		Dynamic CDO term structure modeling
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44
Book / Working Paper 		Financial econometrics modeling : derivatives pricing, hedge funds and term structure models
Year:                     
2011
Publisher:  Basingstoke [u.a] : Palgrave Macmillan
Affiliated person:  Gregoriou, Greg N.
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45
Article 		Real and nominal UK interest rates, ERM membership, and inflation targeting
Year:                     
2011
Person:  Reschreiter, Andreas
Published in:  Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria ; 40
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46
Book / Working Paper 		Liquidity and credit risk in fixed income markets
Year:                     
2011
Person:  Vonhoff, Volker
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47
Book / Working Paper 		Switching monetary policy regimes and the nominal term structure
Year:                     
2011
Person:  Ferman, Marcelo
Publisher:  London : LSE Financial Markets Group
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48
Article 		The term structure of bond market liquidity and its implications for expected bond returns
Year:                     
2011
Person:  Goyenko, Ruslan; Subrahmanyam, Avanidhar; Ukhov, Andrey
Published in:  Journal of financial and quantitative analysis : JFQA ; 46
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49
Article 		Regime switching term structure model under partial information
Year:                     
2011
Person:  Futami, Hidenori
Published in:  International journal of theoretical and applied finance ; 14
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50
Book / Working Paper 		The effectiveness of alternative monetary policy tools in a zero lower bound environment
Year:                     
2011
Person:  Hamilton, James D.; Wu, Jing Cynthia
Publisher:  Cambridge, Mass.
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