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A return to the convertibility principle? : monetary and fiscal regimes in historical perspective ; the international evidence

Bordo, Michael D. (contributor); Jonung, Lars (contributor) - 2000 - [Elektronische Ressource]

What is the long-run relationship between monetary and fiscal policies? This paper provides an answer by examining a large set of data covering major economies during the past 115 years. The evidence suggests the existence of a close interaction between the monetary regime, that is the behaviour...

Persistent link: https://www.econbiz.de/10001600040

Monetary policy and market interest rates

Ellingsen, Tore; Söderström, Ulf - 1998

Persistent link: https://www.econbiz.de/10000987479

Interest rate theory : CIME lectures 1996

Björk, Tomas - 1996

Persistent link: https://www.econbiz.de/10000953741

New techniques to extract market expectations from financial instruments

Söderlind, Paul; Svensson, Lars E. O. - 1996

Persistent link: https://www.econbiz.de/10000955625

Monetary policy and the fisher effect

Söderlind, Paul - 1997

Persistent link: https://www.econbiz.de/10000958081

Fiscal policy and the yield curve in a small open economy

Lindé, Jesper - 1998

Persistent link: https://www.econbiz.de/10000981018

Towards a general theory of bond markets

Björk, Tomas; DiMasi, Giovanni; Kabanov, Jurij M.; … - 1996

Persistent link: https://www.econbiz.de/10000955624

Public debt management and the term structure of interest rates

Paalzow, Anders - 1996

Persistent link: https://www.econbiz.de/10000956014

Bond markets where prices are driven by a general marked point process

Björk, Tomas; Kabanov, Jurij M.; Runggaldier, Wolfgang J. - 1995

Persistent link: https://www.econbiz.de/10000928616

Finite dimensional Markovian realizations for stochastic volatility forward rate models

Björk, Tomas (contributor); Landén, Camilla (contributor); … - 2002 - [Elektronische Ressource], This version: May 6, 2002

we use the previously developed Hilbert space realization theory in order provide general necessary and sufficent … the theory by analyzing a number of concrete examples. -- HJM models ; stochastic volatility ; factor models ; forward …

Persistent link: https://www.econbiz.de/10001664233