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Monetary policy and interest rates : proceedings of a conference sponsored by Banca d'Italia, Centro Paolo Baffi and the Innocenzo Gasparini Institute for Economic Research (IGIER)
7
The determination of long-term interest rates and exchange rates and the role of expectations
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Spekulation, Preisbildung und Volatilität auf Finanz- und Devisenmärkten
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2006 Business & Economics Society International Conference ; Vol. 1
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A changing role for central banks? : 41th Economics Conference 2013
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Aktuelle Entwicklungen im Finanzdienstleistungsbereich : 3. Liechtensteinisches Finanzdienstleistungs-Symposium an der Fachhochschule Liechtenstein ; mit 50 Tabellen
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Applied quantitative finance
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Betriebswirtschaftliche Strategien für die Abfallwirtschaft und Stadtreinigung : (2014) ; [Fachkonferenz "Betriebswirtschaftliche Strategien für die Abfallwirtschaft und Stadtreinigung" ; am 4. und 5. Dezember ... zum 10. Mal]/ Hans-Peter Obladen; Michael Meetz (Hrsg.)
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Bewertung und Einsatz von Finanzderivaten
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Business cycles, indicators, and forecasting
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Carnegie Rochester conference series on public policy : a bi-annual conference proceedings
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Challenges for central banking : perspectives from Latin America
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Computational finance and its applications III : [papers presented at the Conference Computational Finance 2008, held in Cádiz in Spain]
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Computational methods in financial engineering : essays in honour of Manfred Gilli
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Consumer issues in global economics, finance and business
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Contributions to modern econometrics : from data analysis to economic policy ; [dedicated to Gerd Hansen on the occasion of his 65th Birthday]
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Empirical research on the German capital market : with 60 tables
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European Union at the crossroads : a critical analysis of monetary union and enlargement
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European monetary union : transition, international impact and policy options; with 31 tables
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Exchange rates : dynamics, expectations and adjustment
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Financial markets and financial crises : [presented at the NBER Conference ... held in Key Biscayne, Florida, March 23-24, 1990]
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Foundations of European Central Bank policy
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The impact of the maturity of US government debt on forward rates and the term premium : new results from old data
Chadha, Jagjit
- In:
Quantitative easing : evolution of economic thinking as …
,
(pp. 51-58)
.
2016
Persistent link: https://www.econbiz.de/10011498131
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2
Commonality in liquidity in the US corporate bond market
Bethke, Sebastian
- In:
Essays on the determinants of corporate bond yield spreads
,
(pp. 86-129)
.
2016
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3
A survey of behavioral macro-finance
Park, Na Young
- In:
Behavioral finance : the coming of age
,
(pp. 167-185)
.
2019
Persistent link: https://www.econbiz.de/10012025486
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4
The contemporary state and interests : a framework of analysis
Za̢bkowicz, Anna
;
Czech, Sławomir
- In:
Institutionalist perspectives on development : a …
,
(pp. 45-57)
.
2018
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5
Integration of fixed interest periods in the IceACE model
Kim, Chong Dae
- In:
Three essays on housing market analysis in Germany
,
(pp. 107-253)
.
2018
Persistent link: https://www.econbiz.de/10012030816
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6
Explicit computation of the post-crisis spot LIBOR in a jump-diffusion framework
Di Persio, Luca
;
Gugole, Nicola
- In:
New methods in fixed income modeling : fixed income modeling
,
(pp. 61-83)
.
2018
Persistent link: https://www.econbiz.de/10012011579
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7
Affine type analysis for BESQ and CIR processes with applications to mathematical finance
Di Persio, Luca
;
Prezioso, Luca
- In:
New methods in fixed income modeling : fixed income modeling
,
(pp. 137-148)
.
2018
Persistent link: https://www.econbiz.de/10012011642
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8
Dynamic linkages across country yield curves : the effects of global and local yield curve factors on US, UK and GERMAN yields
Coroneo, Laura
;
Garrett, Ian
;
Sanhueza, Javier
- In:
New methods in fixed income modeling : fixed income modeling
,
(pp. 205-222)
.
2018
Persistent link: https://www.econbiz.de/10012011654
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9
Politics, independence, and retirees : long-term low interest rates at the US Federal Reserve
Conti-Brown, Peter
- In:
How persistent low returns will shape saving and retirement
,
(pp. 11-25)
.
2018
Persistent link: https://www.econbiz.de/10011959311
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10
The short and long term effects of ultra easy monetary policy
White, William R.
- In:
A changing role for central banks? : 41th Economics …
,
(pp. 166-210)
.
2013
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11
US monetary policy and corporate bond issuance in emerging markets
Masetti, Oliver
- In:
Essays on empirical macro-finance: the impact of …
,
(pp. 55-92)
.
2017
Persistent link: https://www.econbiz.de/10011900922
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12
Commodity forward curve dynamics with inventory information
Vicedom, Sebastian
- In:
Essays in finance : commodity derivatives, volatility …
,
(pp. 8-49)
.
2016
Persistent link: https://www.econbiz.de/10011646898
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13
The impact of the U.S. term premium on emerging markets
Naudon, Alberto
;
Yany, Andrés
- In:
Challenges for central banking : perspectives from …
,
(pp. 109-130)
.
2016
Persistent link: https://www.econbiz.de/10011640342
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14
Modeling the term structure of interest rates in a dynamic hierarchical factor model
Dehmamy, Keyvan
;
Halberstadt, Arne
- In:
Essays on Bayesian modeling in marketing and economics
,
(pp. 1-43)
.
2015
Persistent link: https://www.econbiz.de/10011622257
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15
Explaining yield curve dynamics
Nikitina, Olena
- In:
Essays on fixed income and inflation forecasting
,
(pp. 7-41)
.
2015
Persistent link: https://www.econbiz.de/10011639453
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16
The Taylor Rule, the Zero Lower Bound, and the term structure of interest rates
McCulloch, J. Huston
- In:
Monetary policy in the context of the financial crisis …
,
(pp. 405-417)
.
2015
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17
Do we face a credit crunch?
Gern, Klaus-Jürgen
;
Jannsen, Nils
- In:
The crisis and beyond
,
(pp. 2-18)
.
2009
Persistent link: https://www.econbiz.de/10003941255
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18
Lehman Brothers and the German subsovereign bond market
Zimmer, Jochen
- In:
Essays in fiscal policy and intergovernmental relations
,
(pp. 51-70)
.
2014
Persistent link: https://www.econbiz.de/10010480410
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19
Inflation risk premium and the term structure of macroeconomic announcements in the euro area and the United States
Pericoli, Marcello
- In:
Developments in macro-finance Yield curve modelling
,
(pp. 412-454)
.
2014
Persistent link: https://www.econbiz.de/10010253809
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20
The predictive content of the yield curve for inflation
Dewachter, Hans
;
Iania, Leonardo
;
Lyrio, Marco
- In:
Developments in macro-finance Yield curve modelling
,
(pp. 390-411)
.
2014
Persistent link: https://www.econbiz.de/10010253910
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21
The intelligible factor model : international comparison and stylized facts
Lengwiler, Yvan
;
Lenz, Carlos
- In:
Developments in macro-finance Yield curve modelling
,
(pp. 200-215)
.
2014
Persistent link: https://www.econbiz.de/10010254019
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22
Entwicklung der Kapitalmarktzinsen und Ableitung des für die Abzinsung von Rückstellungen relevanten Referenzzinssatzes
Kossyk, Mathias
- In:
Betriebswirtschaftliche Strategien für die …
,
(pp. 45-47)
.
2014
Persistent link: https://www.econbiz.de/10010468901
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23
Bond pricing and the macroeconomy
Duffee, Greg
-
2013
Persistent link: https://www.econbiz.de/10009696033
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24
A survey on modeling and analysis of basis spreads
Fujii, Masaaki
;
Takahashi, Akihiko
- In:
Recent advances in financial engineering 2011: …
,
(pp. 43-53)
.
2012
Persistent link: https://www.econbiz.de/10009573489
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25
The financial crisis and the changing dynamics of the yield curve
Bech, Morten L.
;
Lengwiler, Yvan
- In:
Threat of fiscal dominance? : a BIS/OECD workshop on …
,
(pp. 257-276)
.
2012
Persistent link: https://www.econbiz.de/10009553762
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26
Sticky credit spreads, macroeconomic activity and equity market volatility
Li, Yan
;
Steeley, James M.
- In:
Consumer issues in global economics, finance and business
,
(pp. 179-210)
.
2011
Persistent link: https://www.econbiz.de/10009427419
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27
An analysis of the determinants of credit default swap spread changes before and during the financial turmoil
Di Cesare, Antonio
;
Guazzarotti, Giovanni
- In:
The financial crisis : issues in business, finance and …
,
(pp. 69-101)
.
2011
Persistent link: https://www.econbiz.de/10009740598
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28
An analysis of the determinants of credit default swap spread changes before and during the subprime financial turmoil
Di Cesare, Antonio
;
Guazzarotti, Giovanni
- In:
Finance and banking developments
,
(pp. 233-265)
.
2010
Persistent link: https://www.econbiz.de/10008860426
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29
Sticky credit spreads, macroeconomic activity and equity market volatility
Li, Yan
;
Steeley, James M.
- In:
Finance and banking developments
,
(pp. 43-74)
.
2010
Persistent link: https://www.econbiz.de/10008860436
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30
Analysts' dividend forecasts as a basis for portfolio selection and for the calculation of market risk premia
Becker, Franziska
;
Breuer, Wolfgang
;
Gürtler, Marc
- In:
Stock returns : cyclicity, prediction and economic …
,
(pp. 69-90)
.
2009
Persistent link: https://www.econbiz.de/10003944995
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31
The impact of 9/11 on debt markets
Morgan, Irvin W.
;
Murtagh, James P.
-
2009
Persistent link: https://www.econbiz.de/10003896651
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32
Quantification of spread risk by means of historical simulation
Frisch, Christoph
;
Knöchlein, Germar
- In:
Applied quantitative finance
,
(pp. 37-67)
.
2009
Persistent link: https://www.econbiz.de/10003745948
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33
International parity relationships and a nonstationary real exchange rate : Germany versus the US in the post Bretton Woods period
Jusélius, Katarina
;
MacDonald, Ronald
- In:
Exchange rates : dynamics, expectations and adjustment
,
(pp. 55-79)
.
2008
Persistent link: https://www.econbiz.de/10003952350
Saved in:
34
Housing and monetary policy
Taylor, John B.
- In:
Housing, housing finance, and monetary policy : a …
,
(pp. 463-476)
.
2008
Persistent link: https://www.econbiz.de/10003719391
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35
Feasible estimation of the long term interest rate dynamics by nonlinear techniques
Fink, S.
;
Walde, J.
- In:
Computational finance and its applications III : …
,
(pp. 43-50)
.
2008
Persistent link: https://www.econbiz.de/10003713251
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36
Testing uncovered interest rate parity and term structure using multivariate threshold cointegration
Krishnakumar, Jayalakshmi
;
Neto, David
- In:
Computational methods in financial engineering : essays …
,
(pp. 191-210)
.
2008
Persistent link: https://www.econbiz.de/10003669639
Saved in:
37
Learning, macroeconomic dynamics and the term structure of interest rates
Dewachter, Hans
;
Lyrio, Marco
- In:
Asset prices and monetary policy
,
(pp. 191-238)
.
2008
Persistent link: https://www.econbiz.de/10003780845
Saved in:
38
Investment strategy for the long term
Sharpe, William F.
-
2008
Persistent link: https://www.econbiz.de/10003764423
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39
Interest rates and time value
Cernauskas, Deborah
;
Demetriades, Elias
- In:
The professional risk managers' guide to finance theory …
,
(pp. 1-6)
.
2008
Persistent link: https://www.econbiz.de/10003677803
Saved in:
40
Sensitivity of stock returns to changes in the term structure of interest rates - evidence from the German market
Czaja, Marc-Gregor
;
Scholz, Hendrik
- In:
Operations research proceedings 2006 : selected papers …
,
(pp. 305-310)
.
2007
Persistent link: https://www.econbiz.de/10003471219
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41
Zinsanpassungsklauseln nach Basel II
Casper, Matthias
- In:
Aktuelle Herausforderungen des Bankmanagements : …
,
(pp. 33-43)
.
2007
Persistent link: https://www.econbiz.de/10003597765
Saved in:
42
Managing interest rate risk under non-parallel changes : an application of a two-factor model
Moreno, Manuel
- In:
Advances in risk management
,
(pp. 69-85)
.
2007
Persistent link: https://www.econbiz.de/10003401583
Saved in:
43
International parity relationships and a nonstationary real exchange rate. : Germany versus the US in post Bretton Woods period
Jusélius, Katarina
;
MacDonald, Ronald
- In:
International macroeconomics : recent developments
,
(pp. 79-103)
.
2006
Persistent link: https://www.econbiz.de/10003425988
Saved in:
44
Money growth and interest rates
Hur, Seok-kyun
- In:
Monetary policy with very low inflation in the Pacific …
,
(pp. 91-128)
.
2006
Persistent link: https://www.econbiz.de/10003391117
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45
An alternative approach for estimating the coefficients of the term structure equation : a two-factor model
Gómez-del-Valle, Lourdes
;
Martínez-Rodríguez, Julia
-
2006
Persistent link: https://www.econbiz.de/10003630292
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46
Théorie des anticipations et prévision des taux monétaires à partir d'un modèle VAR
Hamza, Hichem
- In:
Nouveaux enjeux et nouvelles pratiques de la politique …
,
(pp. 803-834)
.
2006
Persistent link: https://www.econbiz.de/10003385412
Saved in:
47
The data for estimating the German term structure of interest rates
Schich, Sebastian T.
- In:
Zero-coupon yield curves : technical documentation
,
(pp. 9-11)
.
2005
Persistent link: https://www.econbiz.de/10003288586
Saved in:
48
Fitting the US term structure at the Federal Reserve Board
Fisher, Mark
- In:
Zero-coupon yield curves : technical documentation
,
(pp. 34-37)
.
2005
Persistent link: https://www.econbiz.de/10003288612
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49
Bank stock returns and economic variables: an empirical analysis for Germany
Bessler, Wolfgang
;
Opfer, Heiko
- In:
Aktuelle Entwicklungen im Finanzdienstleistungsbereich …
,
(pp. 205-219)
.
2004
Persistent link: https://www.econbiz.de/10002033824
Saved in:
50
Forward-Rates als Prediktor für die Entwicklung der Geldmarktzinsen
Holthusen, Jan
- In:
Geld- und Wirtschaftspolitik in gesellschaftlicher …
,
(pp. 255-267)
.
2004
Persistent link: https://www.econbiz.de/10002412082
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