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type_genre:"Arbeitspapier"
~isPartOf:"Documents de travail / Banque de France"
~subject:"Public bond"
~subject:"Yield curve"
~type_genre:"Statistik"
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Search: subject_exact:"Internationale Zinsdifferenz"
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Public bond
Yield curve
Zinsstruktur
28
Theorie
11
Theory
11
Estimation
9
Euro area
9
Eurozone
9
Schätzung
9
Öffentliche Anleihe
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EU countries
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EU-Staaten
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Time series analysis
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Öffentliche Schulden
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Erwartungsbildung
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Renne, Jean-Paul
9
Monfort, Alain
7
Pegoraro, Fulvio
5
Avouyi-Dovi, Sanvi
2
Cette, Gilbert
2
Dubecq, Simon
2
Gouriéroux, Christian
2
Horny, Guillaume
2
Jong, Marielle de
2
Mouabbi, Sarah
2
Roussellet, Guillaume
2
Sevestre, Patrick
2
Siegel, Andrew F.
2
Tiozzo 'Pezzoli, Luca
2
Andrade, Philippe
1
Banerjee, Anindya
1
BenSalem, Mélika
1
Borgy, Vladimir
1
Bortoli, Clément
1
Bystrov, Victor
1
Carriero, Andrea
1
Castelletti-Font, Barbara
1
Challe, Edouard
1
Crump, Richard
1
Eusepi, Stefano
1
Gabrieli, Silvia
1
Gilchrist, Simon
1
Harreau, Louis
1
Jardet, Caroline
1
Laubach, Thomas
1
Le Grand, François
1
Lopez, Pierlauro
1
Mizen, Paul
1
Mojon, Benoît
1
Mésonnier, Jean-Stéphane
1
Mönch, Emanuel
1
Pouvelle, Cyril
1
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Documents de travail / Banque de France
Working paper / National Bureau of Economic Research, Inc.
237
Discussion paper / Centre for Economic Policy Research
132
Finance and economics discussion series
110
Working paper series / European Central Bank
109
IMF working papers
104
Working paper
89
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68
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CESifo working papers
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
25
Bank of Finland research discussion papers
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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SFB 649 discussion paper
20
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CFS working paper series
19
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Discussion paper / Center for Economic Research, Tilburg University
18
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1
Which combination of fiscal and external imbalances to determine the long-run dynamics of sovereign bond yields?
BenSalem, Mélika
;
Castelletti-Font, Barbara
-
2016
Persistent link: https://www.econbiz.de/10011646810
Saved in:
2
UK term structure decompositions at the zero lower bound
Carriero, Andrea
;
Mouabbi, Sarah
;
Vangelista, Elisabetta
-
2016
Persistent link: https://www.econbiz.de/10011566832
Saved in:
3
Staying at zero with affine processes : an application to term structure modelling
Monfort, Alain
;
Pegoraro, Fulvio
;
Renne, Jean-Paul
; …
-
2015
Persistent link: https://www.econbiz.de/10011305204
Saved in:
4
The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises
Avouyi-Dovi, Sanvi
;
Horny, Guillaume
;
Sevestre, Patrick
-
2015
Persistent link: https://www.econbiz.de/10011305234
Saved in:
5
Credit risk in the euro area
Gilchrist, Simon
;
Mojon, Benoît
-
2014
Persistent link: https://www.econbiz.de/10010353423
Saved in:
6
Specification analysis of international treasury yield curve factors
Pegoraro, Fulvio
;
Siegel, Andrew F.
;
Tiozzo 'Pezzoli, Luca
-
2014
Persistent link: https://www.econbiz.de/10010438246
Saved in:
7
International yield curves and principal components selection techniques : an empirical assessment
Pegoraro, Fulvio
;
Siegel, Andrew F.
;
Tiozzo 'Pezzoli, Luca
-
2014
Persistent link: https://www.econbiz.de/10010438249
Saved in:
8
Determinants of OECD countries’ sovereign yields : safe havens, purgatory, and the damned
Bortoli, Clément
;
Harreau, Louis
;
Pouvelle, Cyril
-
2014
Persistent link: https://www.econbiz.de/10010438919
Saved in:
9
An arbitrage-free Nelson-Siegel term structure model with stochastic volatility for the determination of currency risk premia
Mouabbi, Sarah
-
2014
Persistent link: https://www.econbiz.de/10010439768
Saved in:
10
Fundamental disagreement
Andrade, Philippe
;
Crump, Richard
;
Eusepi, Stefano
; …
-
2014
Persistent link: https://www.econbiz.de/10010439773
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