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Search: subject_exact:"Erwartungshypothese der Zinsstruktur"
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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
Saved in:
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
Saved in:
11
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:
12
Credit risk in the euro area
Gilchrist, Simon
;
Mojon, Benoît
-
2014
Persistent link: https://www.econbiz.de/10010353423
Saved in:
13
Regime switching and bond pricing
Gouriéroux, Christian
;
Monfort, Alain
;
Pegoraro, Fulvio
; …
-
2013
Persistent link: https://www.econbiz.de/10010200003
Saved in:
14
Credit and liquidity in interbank rates : a quadratic approach
Dubecq, Simon
;
Monfort, Alain
;
Renne, Jean-Paul
; …
-
2013
Persistent link: https://www.econbiz.de/10009790707
Saved in:
15
The dynamics of bank loans short-term interest rates in the Euro area : what lessons can we draw from the current crisis?
Avouyi-Dovi, Sanvi
;
Horny, Guillaume
;
Sevestre, Patrick
-
2013
Persistent link: https://www.econbiz.de/10010353651
Saved in:
16
Breakeven inflation rates and their puzzling correlation relationships
Cette, Gilbert
;
Jong, Marielle de
-
2012
Persistent link: https://www.econbiz.de/10009574515
Saved in:
17
How do anticipated changes to short-term market rates influence banks’ retail interest rates? : evidence from the four major euro area economies
Banerjee, Anindya
;
Bystrov, Victor
;
Mizen, Paul
-
2012
Persistent link: https://www.econbiz.de/10009574572
Saved in:
18
A term structure model with level factor cannot be realistic and arbitrage free
Dubecq, Simon
;
Gouriéroux, Christian
-
2012
Persistent link: https://www.econbiz.de/10009574575
Saved in:
19
Too-connected versus too-big-to-fail : banks' network centrality and overnight interest rates
Gabrieli, Silvia
-
2012
Persistent link: https://www.econbiz.de/10009663921
Saved in:
20
A model of the euro-area yield curve with discrete policy rates
Renne, Jean-Paul
-
2012
Persistent link: https://www.econbiz.de/10009663966
Saved in:
21
Credit and liquidity risks in euro-area sovereign yield curves
Monfort, Alain
;
Renne, Jean-Paul
-
2011
Persistent link: https://www.econbiz.de/10009381803
Saved in:
22
Fiscal sustainability, default risk and euro area sovereign bond spreads
Borgy, Vladimir
;
Laubach, Thomas
;
Mésonnier, Jean-Stéphane
-
2011
Persistent link: https://www.econbiz.de/10009381809
Saved in:
23
Default, liquidity and crises : an econometric framework
Monfort, Alain
;
Renne, Jean-Paul
-
2011
Persistent link: https://www.econbiz.de/10009381919
Saved in:
24
Incomplete markets, liquidation risk, and the term structure of interest rates
Challe, Edouard
;
Le Grand, François
;
Ragot, Xavier
-
2010
Persistent link: https://www.econbiz.de/10009381124
Saved in:
25
The rocky ride of break-even inflation rates
Cette, Gilbert
(
contributor
);
Jong, Marielle de
(
contributor
)
-
2009
Persistent link: https://www.econbiz.de/10003797143
Saved in:
26
No-arbitrage near-cointegrated VAR(p) term structure models, term premia and GDP growth
Jardet, Caroline
;
Monfort, Alain
;
Pegoraro, Fulvio
-
2009
Persistent link: https://www.econbiz.de/10003882004
Saved in:
27
Optimal portfolio allocation under asset and surplus VaR constraints
Monfort, Alain
-
2009
Persistent link: https://www.econbiz.de/10003882289
Saved in:
28
Frequency-domain analysis of debt service in a macro-finance model for the euro area
Renne, Jean-Paul
-
2009
Persistent link: https://www.econbiz.de/10003910283
Saved in:
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