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~isPartOf:"Documents de travail / Banque de France"
~type_genre:"Arbeitspapier"
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Search: subject_exact:"Erwartungshypothese der Zinsstruktur"
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Renne, Jean-Paul
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Cette, Gilbert
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Documents de travail / Banque de France
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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
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:
6
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:
7
Fundamental disagreement
Andrade, Philippe
;
Crump, Richard
;
Eusepi, Stefano
; …
-
2014
Persistent link: https://www.econbiz.de/10010439773
Saved in:
8
The term structure of the welfare cost of uncertainty
Lopez, Pierlauro
-
2014
Persistent link: https://www.econbiz.de/10010439780
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9
Fixed-income pricing in a non-linear interest-rate model
Renne, Jean-Paul
-
2014
Persistent link: https://www.econbiz.de/10010439789
Saved in:
10
Specification analysis of international treasury yield curve factors
Pegoraro, Fulvio
;
Siegel, Andrew F.
;
Tiozzo 'Pezzoli, Luca
-
2014
Persistent link: https://www.econbiz.de/10010438246
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