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A model of the euro-area yield curve with discrete policy rates

Renne, Jean-Paul - 2012

Persistent link: https://www.econbiz.de/10009663966

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

Pricing sovereign bond risk in the European Monetary Union area : an empirical envestigation ; comment

Renne, Jean-Paul - In: International journal of finance & economics : IJFE 19 (2014) 1, pp. 57-58

Persistent link: https://www.econbiz.de/10010470959

Using policy intervention to identify financial stress : comment

Renne, Jean-Paul - In: International journal of finance & economics : IJFE 19 (2014) 1, pp. 73

Persistent link: https://www.econbiz.de/10010472055

Options embedded in ECB targeted refinancing operations

Renne, Jean-Paul - 2014

Persistent link: https://www.econbiz.de/10010439788

Fixed-income pricing in a non-linear interest-rate model

Renne, Jean-Paul - 2014

Persistent link: https://www.econbiz.de/10010439789

What are the consequences of active management of average debt maturity in terms of cost and risk?

Renne, Jean-Paul (contributor) - 2007

Persistent link: https://www.econbiz.de/10003802819

A model of the euro-area yield curve with discrete policy rates

Renne, Jean-Paul - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 21 (2017) 1, pp. 99-116

Persistent link: https://www.econbiz.de/10011650234

A time-varying "natural" rate of interest for the euro area

Mésonnier, Jean-Stéphane (contributor); … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002435333

Frequency-Domain Analysis of Debt Service in a Macro-Finance Model for the Euro Area

Renne, Jean-Paul - 2010

This paper illustrates how a parsimonious macro-finance model can be exploited to investigate the frequency-domain properties of debt service implied by various financing strategies. This original approach is valuable to public debt managers seeking to assess the fiscal-hedging properties of the...

Persistent link: https://www.econbiz.de/10014193937