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Benchmark yield undershooting in the E.M.U.
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A two-factor model of the German term structure of interest rates
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The functional form of yield curves
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Retail bank interest rate pass-through
new evidence at the Euro area level -
The term structure of announcement effects
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Long-term interest rates in globalised markets
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The structure of interest rates in Canada
information content about medium-term inflation -
The industry effects of monetary policy in the Euro area
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A money demand system for Euro area M3
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The convergence of international interest rates prior to Monetary Union
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The evolution and determinants of emerging market credit spreads in the 1990s
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What the yield curves say about inflation
does it change over time? -
A defence of the expectations theory as a model of US long-term interest rates
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Short-term interest rate futures as monetary policy forecasts
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A beta based framework for (lower) bond risk premia
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Is the yield curve a useful information variable for the Eurosystem?
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A money demand system for Euro area M3
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Estimating the implied distribution of the future short term interest rate using the Longstaff-Schwartz model
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A two-factor model of the German term structure of interest rates
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The convergence of international interest rates prior to Monetary Union
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Interest rate volatility prior to monetary union under alternative pre-switch regimes
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Exchange and interest rates prior to EMU
the case of Greece -
Benchmark yield undershooting in the E.M.U.
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Retail bank interest rate pass-through
new evidence at the Euro area level -
Estimating yield curves by kernel smoothing methods