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DateTitle Authors
2006 Fisher's theory of interest rates and the notion of real: a critiqueTymoigne, Éric
2008 Monetary policy surprises and the expectations hyothesis at the short of the yield curveDemiralp, Selva
2009 Does the ECB rely on a Taylor rule? Comparing ex-post with real time dataBelke, Ansgar / Klose, Jens
2013 Monetary policy, stock prices and central banks cross-country comparisons of cointegrated VAR modelsBelke, Ansgar / Wiedmann, Marcel
2008 Have Euro Area Government Bond Risk Premia Converged To Their Common State?Pozzi, Lorenzo / Wolswijk, Guido
2009 The Fed's perceived Phillips curve: vidence from individual FOMC forecastsTillmann, Peter
2008 Estimating yield curves from swap, BUBOR and FRA dataReppa, Zoltán
2010 Fractional cointegration in US term spreadsCaporale, Guglielmo Maria / Gil-Alana, Luis A.
2004 Far Out on the Yield CurveAlexius, Annika
2003 Cointegration and Regime-Switching Risk Premia in the U.S. Term Structure of Interest RatesTillmann, Peter

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