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Estimating and Interpreting Forward Interest Rates: Sweden 1992 - 1994. (1994). Svensson, Lars.
In: NBER Working Papers.
RePEc:nbr:nberwo:4871.

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  2. A method to measure bank output while excluding credit risk and retaining liquidity effects. (2024). Bruno, Olivier ; Groslambert, Bertrand ; Chiappini, Raphael.
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  3. Construct Smith-Wilson risk-free interest rate curves with endogenous and positive ultimate forward rates. (2024). Wu, Lan ; Jia, Zijian ; Zhao, Chaoyi.
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  4. U.S. Macroeconomic News and Low-Frequency Changes in Small Open Economies’ Bond Yields. (2024). Sekkel, Rodrigo ; Feunou, Bruno ; Nongni-Donfack, Morvan ; Xing, Bingxin Ann.
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  5. The influence of negative interest rates on life insurance companies. (2023). Grochola, Nicolaus.
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  6. Banks net interest margin and changes in the term structure. (2023). Heckmann-Draisbach, Lotta ; Memmel, Christoph.
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  37. Risk-free interest rates. (2022). Grotteria, Marco ; Diamond, William F ; van Binsbergen, Jules H.
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  100. Decomposing the term structures of local currency sovereign bond yields and sovereign credit default swap spreads. (2020). Tsuruta, Masaru.
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  101. The Banking View of Bond Risk Premia. (2020). Sraer, David ; Haddad, Valentin.
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  102. Forecast Comparison of the Term Structure of Interest Rates of Mexico for Different Specifications of the Affine Model. (2020). Lelo-De, Alejandra.
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  103. Break-even inflation rates: the Italian case. (2020). Fanari, Marco ; di Iorio, Alberto.
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  104. Machine Learning Treasury Yields. (2020). Yu, Willie ; Kakushadze, Zura.
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  105. Predicting bond return predictability. (2020). Thyrsgaard, Martin ; Kjar, Mads M ; Eriksen, Jonas N ; Borup, Daniel.
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  106. How dynamic hedging affects stock price movements: Evidence from German option and certificate markets. (2019). Fischer, Georg.
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  107. Hedging costs and joint determinants of premiums and spreads in structured financial products. (2019). Fischer, Georg ; Entrop, Oliver.
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  108. Measuring euro area monetary policy. (2019). Gürkaynak, Refet ; Brugnolini, Luca ; Altavilla, Carlo ; Ragusa, Giuseppe ; Motto, Roberto ; Gurkaynak, Refet S ; Carlo Altavilla , .
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  109. A term structure model under cyclical fluctuations in interest rates. (2019). Platania, Federico ; Novales, Alfonso ; Moreno, Manuel.
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  110. Forecasting the Yield Curve with Dynamic Factors. (2019). Stark, Thomas ; Reschenhofer, Erhard.
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  111. Interest Rate Term Structure Decomposition: An Axiomatic. (2019). Barnard, Brian.
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  112. The Long-term Rate and Interest Rate Volatility in Monetary Policy Transmission. (2019). Chen, Zhengyang.
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  113. Extracting global factors from local yield curves. (2019). Stagnol, Lauren.
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  114. Commonality in Credit Spread Changes: Dealer Inventory and Intermediary Distress. (2019). He, Zhiguo ; Song, Zhaogang ; Khorrami, Paymon.
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  115. The Banking View of Bond Risk Premia. (2019). Sraer, David ; Haddad, Valentin.
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  116. Modifying Hybrid Optimisation Algorithms to Construct Spot Term Structure of Interest Rates and Proposing a Standardised Assessment. (2019). Husodo, Zaafri Ananto ; Wibowo, Buddi ; Utama, Cynthia Afriani ; Sasongko, Aryo.
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  117. Bond Return Predictability: Economic Value and Links to the Macroeconomy. (2019). Pettenuzzo, Davide ; Timmermann, Allan ; Gargano, Antonio.
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  118. A Guarantee – Does the Obligee Agree? A Risk Premium Decomposition of Sub-Sovereign Bond Spreads. (2019). Nordstrom, Martin ; Kruger, Niclas ; Knezevic, David.
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  119. A Coherent Framework for Predicting Emerging Market Credit Spreads with Support Vector Regression. (2019). Anderson, Gary ; Audzeyeva, Alena.
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  120. Inferring Term Rates from SOFR Futures Prices. (2019). Park, Yang-Ho ; Heitfield, Erik.
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  121. Liquidity Risk and Corporate Bond Yield Spread: Evidence from China. (2019). Jiang, Lunan ; Chen, Yinghui.
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  122. The Czech Government Yield Curve Decomposition at the Lower Bound. (2019). Komarkova, Zlatuse ; Kucera, Adam ; Dvorak, Michal.
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  123. Pension fund management with hedging derivatives, stochastic dominance and nodal contamination. (2019). Vitali, Sebastiano ; Kopa, Milo ; Moriggia, Vittorio.
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  124. Plotting interest rates: The FOMCs projections and the economy. (2019). Stuart, Rebecca ; Gerlach, Stefan.
    In: Journal of Macroeconomics.
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  125. J-liquidity measure: The term structure of the liquidity premium in Japan. (2019). Hattori, Takahiro.
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  126. Do U.S. factors impact the Brazilian yield curve? Evidence from a dynamic factor model. (2019). Stona, Filipe ; Caldeira, Joo F.
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  127. Measuring euro area monetary policy. (2019). Gürkaynak, Refet ; Brugnolini, Luca ; Altavilla, Carlo ; Ragusa, Giuseppe ; Motto, Roberto.
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  128. The Banking View of Bond Risk Premia. (2019). Sraer, David ; Haddad, Valentin.
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  129. The Natural Rate Puzzle: Global Macro Trends and the Market-Implied r*. (2019). Taylor, Alan M ; Fuenzalida, Cristian ; Davis, Josh.
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  130. Fluctuations in Economic Uncertainty and Transmission of Monetary Policy Shocks: Evidence Using Daily Surveys from Brazil. (2019). Timmermann, Allan ; Qu, Ritong ; Burjack, Rafael .
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  131. Risk-Free Interest Rates. (2019). van Binsbergen, Jules H ; Grotteria, Marco ; Diamond, William .
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  132. Measuring Euro Area Monetary Policy. (2019). Gürkaynak, Refet ; Brugnolini, Luca ; Altavilla, Carlo ; Ragusa, Giuseppe ; Motto, Roberto .
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  133. Measuring Euro Area Monetary Policy. (2019). Gürkaynak, Refet ; Brugnolini, Luca ; Altavilla, Carlo ; Ragusa, Giuseppe ; Motto, Roberto ; Gurkaynak, Refet S ; Carlo Altavilla , .
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  134. Nonparametric Recovery of the Yield Curve Evolution from Cross-Section and Time Series Information. (2019). LINTON, OLIVER ; la Vecchia, D ; Koo, B.
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  135. The Effects of Conventional and Unconventional Monetary Policy: A New Approach. (2019). Rossi, Barbara ; Inoue, Atsushi.
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  136. Estimation of the yield curve for Costa Rica using combinatorial optimization metaheuristics applied to nonlinear regression. (2019). Trejos-Zelaya, Javier ; Quiros-Granados, Andres.
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  138. Foreign-law bonds: Can they reduce sovereign borrowing costs?. (2018). Trebesch, Christoph ; Schumacher, Julian ; Chamon, Marcos.
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  139. Foreign-Law Bonds: Can They Reduce Sovereign Borrowing Costs?. (2018). Schumacher, Julian ; Trebesch, Christoph ; Chamon, Marcos.
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  140. Warrant price responses to credit spread changes: Fact or fiction?. (2018). Stoerch, Saskia ; Schertler, Andrea.
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  141. The effects of conventional and unconventional monetary policy: A new approach. (2018). Rossi, Barbara ; Inoue, Atsushi.
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  142. Essays on model uncertainty in financial models. (2018). Li, Jing.
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  143. Taking Orders and Taking Notes: Dealer Information Sharing in Financial Markets. (2018). Veldkamp, Laura ; Lucca, David O ; Boyarchenko, Nina.
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  144. Term premia dynamics in the US and Euro Area: who is leading whom?. (2018). Iskrev, Nikolay.
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  145. Corporate Credit Risk Premia. (2018). Ferguson, Mark ; Duffie, Darrell ; Douglas, Rohan ; Berndt, Antje.
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  146. Comparing different methods for the estimation of interbank intraday yield curves. (2018). Demertzidis, Anastasios ; Jeleskovic, Vahidin.
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  147. A static approach to the Nelson-Siegel-Svensson model: an application for several negative yield cases. (2018). Garcia, Maria Teresa ; Ferreira, Vitor Hugo ; Medeiros, Maria Teresa.
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  148. State-varying illiquidity risk in sovereign bond spreads. (2018). Docherty, Paul ; Easton, Steve.
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  149. What does the yield curve imply about investor expectations?. (2018). Gaus, Eric ; Sinha, Arunima.
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  150. On the predictability of emerging market sovereign credit spreads. (2018). Audzeyeva, Alena ; Fuertes, Ana-Maria.
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  151. Quantitative easing auctions of Treasury bonds. (2018). Song, Zhaogang ; Zhu, Haoxiang.
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  152. An analysis of the Solvency II regulatory framework’s Smith-Wilson model for the term structure of risk-free interest rates. (2018). Jorgensen, Peter Lochte .
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  153. Foreign-law bonds: Can they reduce sovereign borrowing costs?. (2018). Chamon, Marcos ; Trebesch, Christoph ; Schumacher, Julian.
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  154. Funding constraints and liquidity in two-tiered OTC markets. (2018). Benos, Evangelos ; Ike, Filip.
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  155. Approximating risk-free curves in sparse data environments. (2018). van der Merwe, C J ; de Wet, T ; Heyman, D.
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  156. The impact of oil price shocks on the term structure of interest rates. (2018). Ioannidis, Christos ; Ka, Kook.
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  157. Estimating Chinese Treasury yield curves with Bayesian smoothing splines. (2018). Tong, Xiaojun ; Sun, Dongchu ; He, Zhuoqiong Chong.
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  158. A term structure model under cyclical fluctuations in interest rates. (2018). Novales, Alfonso ; Platania, Federico ; Moreno, Manuel .
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  159. A hybrid spline-based parametric model for the yield curve. (2018). Almeida, Caio ; Faria, Adriano .
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  160. Foreign-law bonds: can they reduce sovereign borrowing costs?. (2018). Trebesch, Christoph ; Schumacher, Julian ; Chamon, Marcos.
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  161. Yield curve modelling and a conceptual framework for estimating yield curves: evidence from the European Central Bank’s yield curves. (2018). Nymand-Andersen, Per.
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  162. What Drives the FOMCs Dot Plots?. (2018). Stuart, Rebecca ; Gerlach, Stefan.
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  163. Foreign-Law Bonds: Can They Reduce Sovereign Borrowing Costs?. (2018). Chamon, Marcos ; Trebesch, Christoph ; Schumacher, Julian.
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  164. Plotting interest rates: The FOMCs projections and the economy. (2018). Stuart, Rebecca ; Gerlach, Stefan.
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  165. Foreign-Law Bonds: Can They Reduce Sovereign Borrowing Costs?. (2018). Trebesch, Christoph ; Schumacher, Julian ; Chamon, Marcos.
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  166. The information in the joint term structures of bond yields. (2018). Spencer, Peter ; Raczko, Marek ; Meldrum, Andrew.
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  167. Alternative Futures for Government of Canada Debt Management. (2018). Walton, Adrian ; Rivadeneyra, Francisco ; Garriott, Corey ; Nolin, Guillaume ; Lefebvre, Sophie.
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  168. Exact Smooth Term-Structure Estimation. (2018). Willems, Sander ; Filipovi, Damir.
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  170. Scenario-based capital requirements for the interest rate risk of insurance companies. (2017). Schlutter, Sebastian.
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  171. Euro area banks interest rate risk exposure to level, slope and curvature swings in the yield curve. (2017). Pliszka, Kamil ; Lütkebohmert, Eva ; Foos, Daniel ; Markovych, Mariia ; Lutkebohmert, Eva.
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  172. Government Bond Yields at the Effective Lower Bound: International Evidence. (2017). Siklos, Pierre ; Domenico, Pierre Siklos .
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  173. Disagreement in Inflation Forecasts and Inflation Risk Premia in Brazil. (2017). Fernandes, Marcelo ; Doi, Jonas ; Nunes, Clemens Vinicius .
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  174. Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets. (2017). Veldkamp, Laura ; Boyarchenko, Nina ; Lucca, David.
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  175. How big is the toolbox of a central banker? Managing expectations with policy-rate forecasts: Evidence from Sweden. (2017). Hl, Magnus .
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  176. Gaussian processes for computer experiments. (2017). Rulliere, Didier ; Maatouk, Hassan ; Contal, Emile ; Bachoc, Franois.
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  177. International Illiquidity. (2017). Venter, Gyuri ; Vedolin, Andrea ; Mueller, Philippe ; Malkhozov, Aytek.
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  178. Disagreement in inflation forecasts and inflation risk premia in Brazil. (2017). Fernandes, Marcelo ; de Azevedo, Clemens V ; Doi, Jonas Takayuki .
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  179. Estimating the credibility of Brazilian monetary policy using a Kalman filter approach. (2017). Gaglianone, Wagner ; Figueiredo, Antonio Carlos ; Klotzle, Marcelo Cabus ; de Freitas, Flavio.
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  180. Pricing corporate bonds and constructing credit curves in a developing country: The case of the Taiwan bond fund crisis. (2017). Lee, Shyan Yuan ; Chung, Yi-Fang ; Wan- Jiun Paul Chiou, .
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  181. Low frequency effects of macroeconomic news on government bond yields. (2017). Modugno, Michele ; Giannone, Domenico ; Altavilla, Carlo.
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  182. Heterogeneous capital and misintermediation. (2017). Guo, Feng ; McCulloch, J H.
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  183. The interest rate effects of government bond purchases away from the lower bound. (2017). De Rezende, Rafael.
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  184. The equity-like behaviour of sovereign bonds. (2017). Dufour, Alfonso ; Varotto, Simone ; Stancu, Andrei .
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  185. Liquidity measures throughout the lifetime of the U.S. Treasury bond. (2017). Diaz, Antonio ; Escribano, Ana .
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  186. Debt sustainability analysis for euro area sovereigns: a methodological framework. (2017). Setzer, Ralph ; Checherita Westphal, Cristina ; Bouabdallah, Othman ; De Stefani, Roberta ; Drudi, Francesco ; Checherita-Westphal, Cristina ; Warmedinger, Thomas .
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  187. Introducing global term structure in a risk parity framework. (2017). Stagnol, Lauren.
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  188. Longer-term Yield Decomposition: An Analysis of the Czech Government Yield Curve. (2017). Komarek, Lubos ; Komarkova, Zlatuse ; Dvorak, Michal ; Kucera, Adam.
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  189. Updating the Ultimate Forward Rate over Time: A Possible Approach. (2017). Zigraiova, Diana ; Jakubík, Petr ; Jakubik, Petr .
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  190. Decomposition of the Czech government bond yield curve. (2017). Kucera, Adam ; Komarkova, Zlatuse ; Dvorak, Michal.
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  191. Application of the Government of Jamaica Zero-coupon Curve to Modeling Yield Curve Risk. (2017). Coke, Oma.
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  192. Measuring Limits of Arbitrage in Fixed-Income Markets. (2017). Fontaine, Jean-Sebastien ; Nolin, Guillaume.
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  193. Forward guidance and lower for longer: The case of the ECB. (2016). Wieland, Volker ; Bletzinger, Tilman.
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  194. Bank Business Models at Zero Interest Rates. (2016). Schwaab, Bernd ; Lucas, Andre ; Schaumburg, Julia .
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  195. Taking Orders and Taking Notes: Dealer Information Sharing in Financial Markets. (2016). Veldkamp, Laura ; Lucca, David O ; Boyarchenko, Nina.
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  196. (Pro?)-cyclicality of collateral haircuts and systemic illiquidity. (2016). Panz, Sven ; Glaser, Florian .
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  197. Testing Exchange Rate Models in a Small Open Economy: an SVR Approach. (2016). Plakandaras, Vasilios ; Papadimitriou, Theophilos ; Gogas, Periklis.
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  198. Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets. (2016). Veldkamp, Laura ; Lucca, David ; Boyarchenko, Nina.
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  199. The Term Structure of Interest Rates in India. (2016). Sinha, Arunima ; Mehra, Rajnish.
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  200. Kriging of financial term-structures. (2016). Rulliere, Didier ; Maatouk, Hassan ; Cousin, Areski.
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  201. Taking orders and taking notes: dealer information sharing in financial markets. (2016). Veldkamp, Laura ; Lucca, David ; Boyarchenko, Nina.
    In: Staff Reports.
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  202. Updating the Long Term Rate in Time: A Possible Approach. (2016). Zigraiova, Diana ; Jakubík, Petr.
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  203. Unsurprising shocks: information, Premia, and the Monetary Transmission. (2016). Miranda-Agrippino, Silvia.
    In: LSE Research Online Documents on Economics.
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  204. The stochastic string model as a unifying theory of the term structure of interest rates. (2016). Navas, Javier ; Moreno, Manuel.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:461:y:2016:i:c:p:217-237.

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  205. Heterogeneous agents, the financial crisis and exchange rate predictability. (2016). Buncic, Daniel ; Piras, Gion Donat .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:60:y:2016:i:c:p:313-359.

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  206. Pricing effects when competitors arrive: The case of discount certificates in Germany. (2016). Schertler, Andrea.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:68:y:2016:i:c:p:84-99.

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  207. How does pricing affect investors’ product choice? Evidence from the market for discount certificates. (2016). Winkler, Christoph ; Wilkens, Marco ; Fischer, Georg ; Entrop, Oliver ; McKenzie, Michael .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:68:y:2016:i:c:p:195-215.

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  208. Term structure extrapolation and asymptotic forward rates. (2016). de Kort, J ; Vellekoop, M H.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:67:y:2016:i:c:p:107-119.

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  209. OTC derivatives: Impacts of regulatory changes in the non-financial sector. (2016). Araujo, Gustavo ; Leo, Sergio .
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:25:y:2016:i:c:p:132-149.

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  210. Bond portfolio optimization using dynamic factor models. (2016). Santos, Andre ; Moura, Guilherme ; Caldeira, Joo F.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:37:y:2016:i:c:p:128-158.

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  211. Kriging of financial term-structures. (2016). Rulliere, Didier ; Maatouk, Hassan ; Cousin, Areski .
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:255:y:2016:i:2:p:631-648.

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  212. Sovereign debt guarantees and default: Lessons from the UK and Ireland, 1920–1938. (2016). McLaughlin, Eoin ; Foley-Fisher, Nathan.
    In: European Economic Review.
    RePEc:eee:eecrev:v:87:y:2016:i:c:p:272-286.

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  213. Predicting the yield curve using forecast combinations. (2016). Santos, Andre ; Moura, Guilherme ; Caldeira, Joo F.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:100:y:2016:i:c:p:79-98.

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  214. Severance agreements and the cost of debt. (2016). Mansi, Sattar A ; Zhang, Andrew ; Wald, John K.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:41:y:2016:i:c:p:426-444.

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  215. Bond risk premia, macroeconomic factors and financial crisis in the euro area. (2016). Garcia, Juan Angel ; Sebastian, .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20161938.

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  216. Joining the dots: The FOMC and the future path of policy rates. (2016). Stuart, Rebecca ; Gerlach, Stefan.
    In: CEPR Discussion Papers.
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  217. Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets. (2016). Veldkamp, Laura ; Boyarchenko, Nina ; Lucca, David O.
    In: CEPR Discussion Papers.
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  218. Exact Smooth Term Structure Estimation. (2016). Willems, Sander ; Filipovia, Damir .
    In: Swiss Finance Institute Research Paper Series.
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  219. Unsurprising Shocks: Information, Premia, and the Monetary Transmission. (2016). Miranda-Agrippino, Silvia.
    In: Discussion Papers.
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  220. Risk Premiums in Slovak Government Bonds. (2016). Povala, Pavol ; Odor, Ludovit.
    In: Discussion Papers.
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  221. Bond Return Predictability: Economic Value and Links to the Macroeconomy. (2016). Pettenuzzo, Davide ; Timmermann, Allan ; Gargano, Antonio .
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  222. Unsurprising shocks: information, premia, and the monetary transmission. (2016). Miranda-Agrippino, Silvia.
    In: Bank of England working papers.
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  223. Overseas unspanned factors and domestic bond returns. (2016). Spencer, Peter ; Raczko, Marek ; Meldrum, Andrew.
    In: Bank of England working papers.
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  224. Forecasting the Government Bond Term Structure in Australia. (2016). Peat, Maurice ; Svec, Jiri ; Chen, Rui.
    In: Australian Economic Papers.
    RePEc:bla:ausecp:v:55:y:2016:i:2:p:99-111.

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  225. Kriging of financial term-structures. (2016). Rulliere, Didier ; Maatouk, Hassan ; Cousin, Areski .
    In: Papers.
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  226. Consistent Re-Calibration of the Discrete-Time Multifactor Vasi\v{c}ek Model. (2016). Teichmann, Josef ; Harms, Philipp ; Stefanovits, David ; Wuthrich, Mario V.
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  227. Consistent Recalibration of Yield Curve Models. (2016). Stefanovits, David ; Harms, Philipp ; Wuthrich, Mario ; Teichmann, Josef.
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  228. Foreign Law Bonds: Can They Reduce Sovereign Borrowing Costs?. (2015). Trebesch, Christoph ; Chamon, Marcos ; Schumacher, Julian.
    In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
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  229. The term structure of interest rates and the macroeconomy: Learning about economic dynamics from a FAVAR. (2015). Halberstadt, Arne .
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  230. Characterizing Investor Expectations for Assets with Varying Risk. (2015). Gaus, Eric ; Sinha, Arunima.
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  231. Fixed income strategies based on the prediction of parameters in the NS model for the Spanish public debt market. (2015). Fernandez-Rodriguez, Fernando ; Fernandez-Perez, Adrian ; Andrada-Felix, Julian.
    In: SERIEs: Journal of the Spanish Economic Association.
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  232. Discovering the impact of systemic and idiosyncratic risk factors on credit spread of corporate bond within the framework of intelligent knowledge management. (2015). Tang, Ling ; Chen, Rongda ; Yang, Liu ; Wang, Weijin .
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  233. The Macroeconomic Determinants of the Term Structure of Inflation Expectations in Brazil. (2015). Fernandes, Marcelo ; Thiele, Eduardo .
    In: Brazilian Review of Econometrics.
    RePEc:sbe:breart:v:35:y:2015:i:1:a:17002.

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  234. Intermediaries as Information Aggregators. (2015). Veldkamp, Laura ; Lucca, David ; Boyarchenko, Nina.
    In: 2015 Meeting Papers.
    RePEc:red:sed015:236.

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  235. Inflation Expectations and Monetary Policy in Thailand. (2015). Tontivanichanon, Chutiorn ; Sethapramote, Yuthana ; Luangaram, Pongsak .
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  236. Risks in macroeconomic fundamentals and excess bond returns predictability. (2015). De Rezende, Rafael.
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  237. The Liquidity Effects of Official Bond Market Intervention. (2015). Pruitt, Seth ; De Pooter, Michiel ; Martin, Robert F.
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  238. Weather and SAD related mood effects on the financial market. (2015). Fruhwirth, Manfred ; Sogner, Leopold .
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:57:y:2015:i:c:p:11-31.

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  239. Assessing the anchoring of inflation expectations. (2015). Winkelmann, Lars ; Strohsal, Till.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:50:y:2015:i:c:p:33-48.

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  240. Limits to arbitrage and the term structure of bond illiquidity premiums. (2015). Schuster, Philipp ; Uhrig-Homburg, Marliese.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:57:y:2015:i:c:p:143-159.

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  241. The predictive density simulation of the yield curve with a zero lower bound. (2015). Ho, Kyu.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:33:y:2015:i:c:p:51-66.

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  242. Liquidity and credit premia in the yields of highly-rated sovereign bonds. (2015). Ejsing, Jacob ; Grothe, Oliver .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:33:y:2015:i:c:p:160-173.

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  243. Estimating the long rate and its volatility. (2015). Claes, Anouk G. P., ; Annaert, Jan ; Zhang, Hairui ; De Ceuster, Marc J. K., .
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  244. Reactions of US government bond yields to explicit FOMC forward guidance. (2015). Moessner, Richhild.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:33:y:2015:i:c:p:217-233.

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  245. Modelling the Uruguayan debt through gaussians models. (2015). Sosa, Andr'Es ; Mordecki, Ernesto.
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  246. Wie wirkt sich das Niedrigzinsumfeld auf die Solvabilität der deutschen Lebensversicherer aus?. (2014). Kablau, Anke ; Wei, Matthias .
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  247. Investor fears and risk premia for rare events. (2014). Schwarz, Claudia.
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  248. Applying a Macro-Finance Yield Curve to UK Quantitative Easing. (2014). Waters, Alex ; Chadha, Jagjit.
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  249. Thinly traded securities and risk management. (2014). Beuermann, Diether ; Bernales, Alejandro ; Cortazar, Gonzalo.
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  250. Measuring the natural yield curve. (2014). Kotłowski, Jacek ; Brzoza-Brzezina, Michal.
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  251. Yield Curve Forecasts and the Predictive Power of Macro Variables in a VAR Framework. (2014). Pizzinga, Adrian ; Ibrahim, Taofik Mohammed ; Vereda, Luciano ; Kubrusly, Jessica ; Lopes, Helio.
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  252. People’s Republic of China–Hong Kong Special Administrative Region; Financial Sector Assessment Program-Stress Testing the Banking Sector-Technical Note. (2014). International Monetary Fund, .
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  253. Model Risk in Pricing Path-dependent Derivatives: An Illustration. (2014). Virmani, Vineet .
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  254. A Nonparametric Method For Term Structure Fitting With Automatic Smoothing. (2014). Vadim Ya. Kaushanskiy, ; Lapshin, Victor A..
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  255. Are Long-Term Inflation Expectations Well Anchored in Brazil, Chile and Mexico?. (2014). De Pooter, Michiel ; Walker, Ian ; Robitaille, Patrice ; Zdinak, Michael .
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  256. Arbitrage in the Term Structure of Interest Rates: a Bayesian Approach. (2014). Neto, Armenio Westin .
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  257. The forecasting efficiency of the dynamic Nelson Siegel model on credit default swaps. (2014). Obrien, Fergal ; Shaw, Frances ; Murphy, Finbarr.
    In: Research in International Business and Finance.
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  258. Applying a macro-finance yield curve to UK quantitative Easing. (2014). Waters, Alex ; Chadha, Jagjit.
    In: Journal of Banking & Finance.
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  259. Crossborder financial contagion to Germany: How important are OTC dealers?. (2014). Wedow, Michael ; Podlich, Natalia .
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  260. Bond Return Predictability: Economic Value and Links to the Macroeconomy. (2014). Pettenuzzo, Davide ; Timmermann, Allan G ; Gargano, Antonio .
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  261. Bond Return Predictability: Economic Value and Links to the Macroeconomy. (2014). Pettenuzzo, Davide ; Timmermann, Allan ; Gargano, Antonio .
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  262. Interest rate risk and the Swiss solvency test. (2013). Keiler, Sebastian ; Eder, Armin ; Pichl, Hannes .
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  263. Prediction Bias Correction for Dynamic Term Structure Models. (2013). Raviv, Eran .
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  264. Interest rate risk estimation: a new duration-based approach. (2013). Barbi, Massimiliano ; Bajo, Emanuele ; Hillier, David.
    In: Applied Economics.
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  265. Belgium; Technical Note on Stress Testing the Banking and Insurance Sectors. (2013). International Monetary Fund, .
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  266. On the Choice of Optimization Routine in Estimation of Parsimonious Term Structure Models: Results from the Svensson Model. (2013). Virmani, Vineet .
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  267. Duration risk versus local supply channel in Treasury yields: evidence from the Federal Reserves asset purchase announcements. (2013). D'Amico, Stefania ; Li, Canlin ; Damico, Stefania ; Cahill, Michael E. ; Sears, John S..
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  268. Maturity Transformation and Interest Rate Risk in Large European Bank Loan Portfolios. (2013). Sher, Galen ; Loiacono, Giuseppe.
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  269. Asymmetry in Government Bond Returns. (2013). Nagakura, Daisuke ; Fujiwara, Ippei ; Korber, Lena Mareen .
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  270. Estimating the spot rate curve using the Nelson–Siegel model. (2013). Claes, Anouk G. P., ; Annaert, Jan ; Zhang, Hairui ; De Ceuster, Marc J. K., .
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  271. The Canadian macroeconomy and the yield curve: A dynamic latent factor approach. (2013). Lange, Ronald H..
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  272. Flow and stock effects of large-scale treasury purchases: Evidence on the importance of local supply. (2013). King, Thomas ; D'Amico, Stefania ; Damico, Stefania.
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  273. Asymmetry in government bond returns. (2013). Nagakura, Daisuke ; Koerber, Lena ; Fujiwara, Ippei ; Korber, Lena Mareen .
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  274. Does the euro area forward rate provide accurate forecasts of the short rate?. (2013). Galvão, Ana ; Costa, Sónia ; Galvao, Ana Beatriz.
    In: International Journal of Forecasting.
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  275. Factors causing movements of yield curve in India. (2013). Kanjilal, Kakali.
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  276. Regime switching in bond yield and spread dynamics. (2013). Monfort, Alain ; Renne, Jean-Paul.
    In: Economics Thesis from University Paris Dauphine.
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  277. Asymmetry in government bond returns. (2013). Nagakura, Daisuke ; Fujiwara, Ippei ; Korber, Lena Mareen ; Fuijwara, Ippei .
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  278. Forecasting the Term Structure of Interest Rates in Mexico Using an Affine Model. (2013). Elizondo, Rocio.
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  279. Term structure estimation, liquidity-induced heteroskedasticity and the price of liquidity risk. (2013). Gimeno, Ricardo ; Berenguer, Emma ; Nave, Juan M..
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  280. Thermoeconomics, A Thermodynamic Approach to Economics, Third Edition, Chapter 9 Thermoeconomics and Sustainability. (2012). Bryant, John.
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  281. Thermoeconomics, A Thermodynamic Approach to Economics, Third Edition, Chapter 8 Energy Resources and the Economy. (2012). Bryant, John.
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  282. Thermoeconomics, A Thermodynamic Approach to Economics, Third Edition, Chapter 7 Investment and Economic Entropy. (2012). Bryant, John.
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  283. Thermoeconomics, A Thermodynamic Approach to Economics, Third Edition, Chapter 6 Labour and Unemployment. (2012). Bryant, John.
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  284. Thermoeconomics, A Thermodynamic Approach to Economics, Third Edition, Chapter 5 Money. (2012). Bryant, John.
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  285. Thermoeconomics, A Thermodynamic Approach to Economics, Third Edition, Chapter 4 Production and Entropy Processes. (2012). Bryant, John.
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  286. Thermoeconomics, A Thermodynamic Approach to Economics, Third Edition, Chapter 3 Thermodynamic Principles. (2012). Bryant, John.
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  287. Thermoeconomics, A Thermodynamic Approach to Economics, Third Edition, Chapter 2 Stock and Flow Processes. (2012). Bryant, John.
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  288. Thermoeconomics, A Thermodynamic Approach to Economics, Third Edition, Chapter 1 Introduction. (2012). Bryant, John.
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  289. The Financial Market Impact of UK Quantitative Easing. (2012). Waters, Alex ; Chadha, Jagjit ; Breedon, Francis.
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  290. The yield curve as a leading indicator in economic forecasting in the U.K.. (2012). Zhang, Dalu ; Moffatt, Peter.
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  291. Golden Parachutes, Incentives, and the Cost of Debt. (2012). Nguyen, Anh ; Mansi, Sattar ; Wald, John .
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  292. Heuristic optimisation in financial modelling. (2012). Schumann, Enrico ; Gilli, Manfred.
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  293. Bayesian Semiparametric Dynamic Nelson-Siegel Model. (2012). Çakmaklı, Cem ; Akmakli, Cem .
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  294. The Financial Market Impact of UK Quantitative Easing. (2012). Waters, Alex ; Chadha, Jagjit ; Breedon, Francis.
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  295. The Financial Market Impact of UK Quantitative Easing. (2012). Chadha, Jagjit ; Breedon, Francis ; Water, Alex .
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  296. Term Structure Modelling by Using Nelson-Siegel Model. (2012). Hladikova, Hana .
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  297. Estimation of the Term Structure of Interest Rates: Methodology and Applications. (2012). Gimeno, Ricardo ; Berenguer, Emma ; Berenguer-Carceles, Emma ; Nave, Juan M..
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  298. Measuring the natural yield curve. (2012). Kotłowski, Jacek ; Brzoza-Brzezina, Michal ; Kotowski, Jacek.
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  299. Nonparametric Specification Testing for Continuous Time Models for Interest Rates in Mexico.. (2012). Nuez-Mora, Jose A ; Martinez, Carlos A.
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  300. Dynamic Functional Data Analysis with Nonparametric State Space Models.. (2012). Laurini, Márcio.
    In: IBMEC RJ Economics Discussion Papers.
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  301. Assessing the Anchoring of Inflation Expectations. (2012). Winkelmann, Lars ; Strohsal, Till.
    In: SFB 649 Discussion Papers.
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  302. Option Pricing for GARCH-type Models with Generalized Hyperbolic Innovations. (2012). Ielpo, Florian ; Guegan, Dominique ; Chorro, Christophe.
    In: PSE-Ecole d'économie de Paris (Postprint).
    RePEc:hal:pseptp:hal-00511965.

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  303. Option Pricing for GARCH-type Models with Generalized Hyperbolic Innovations. (2012). Ielpo, Florian ; Guegan, Dominique ; Chorro, Christophe.
    In: Post-Print.
    RePEc:hal:journl:hal-00511965.

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  304. Foreign holdings of U.S. Treasuries and U.S. Treasury yields. (2012). Thomas, Charles ; Beltran, Daniel ; CharlesP. Thomas, ; Kretchmer, Maxwell ; Marquez, Jaime.
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  305. Monetary policy and long-term real rates. (2012). Hanson, Samuel ; Stein, Jeremy C..
    In: Finance and Economics Discussion Series.
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  306. Flow and stock effects of large-scale asset purchases: evidence on the importance of local supply. (2012). King, Thomas ; D'Amico, Stefania.
    In: Finance and Economics Discussion Series.
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  307. Level, slope, curvature of the sovereign yield curve, and fiscal behaviour. (2012). Martins, Manuel ; Afonso, Antonio ; Martins, Manuel M. F., .
    In: Journal of Banking & Finance.
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  308. Models of the yield curve and the curvature of the implied forward rate function. (2012). Yallup, Peter J..
    In: Journal of Banking & Finance.
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  309. Linearized Nelson–Siegel and Svensson models for the estimation of spot interest rates. (2012). Gauthier, Genevive ; Simonato, Jean-Guy.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:219:y:2012:i:2:p:442-451.

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  310. The yield curve and the macro-economy across time and frequencies. (2012). Martins, Manuel ; Aguiar-Conraria, Luís ; Martins, Manuel M. F., ; Soares, Maria Joana.
    In: Journal of Economic Dynamics and Control.
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  311. The financial market impact of UK quantitative easing. (2012). Waters, Alex ; Chadha, Jagjit S ; Breedon, Francis.
    In: BIS Papers chapters.
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  312. Consistent Long-Term Yield Curve Prediction. (2012). Teichmann, Josef ; Wuthrich, Mario V..
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  313. A Survey of Systemic Risk Analytics. (2012). Lo, Andrew ; Flood, Mark ; Valavanis, Stavros ; Bisias, Dimitrios .
    In: Annual Review of Financial Economics.
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  314. Redistribution and insurance in the German welfare state. (2011). Bartels, Charlotte.
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  315. Negative default dependence in supplier networks. (2011). Koziol, Philipp ; Bode, Christoph ; Wagner, Stephan M..
    In: International Journal of Production Economics.
    RePEc:eee:proeco:v:134:y:2011:i:2:p:398-406.

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  316. A reduced form model of default spreads with Markov-switching macroeconomic factors. (2011). Dionne, Georges ; Gauthier, Genevieve ; Maurice, Mathieu ; Hammami, Khemais ; Simonato, Jean-Guy.
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  317. Bayesian Factor Selection in Dynamic Term Structure Models. (2011). Laurini, Márcio.
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  318. Redistribution and Insurance in the German Welfare State. (2011). Bartels, Charlotte.
    In: SOEPpapers on Multidisciplinary Panel Data Research.
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  319. Credit and Liquidity Risks in Euro-area Sovereign Yield Curves. (2011). Renne, Jean-Paul ; Monfort, Alain.
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  320. Credit and liquidity risks in euro area sovereign yield curves. (2011). Renne, Jean-Paul ; Monfort, Alain ; Renne, J-P., .
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  321. Inflation expectation and implicit inflation: does market research provide accurate measures?. (2011). Claudio Henrique da Silveira Barbedo, ; Maia, Marcelo Verdini ; Flavio de Freitas Val, .
    In: Brazilian Business Review.
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  322. Conservatism in Corporate Valuation. (2011). Bach, Christian .
    In: CREATES Research Papers.
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  323. Inflation Expectations and Risk Premiums in an Arbitrage‐Free Model of Nominal and Real Bond Yields. (2010). Rudebusch, Glenn ; Lopez, Jose.
    In: Journal of Money, Credit and Banking.
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  324. A Reduced Form Model of Default Spreads with Markov-Switching Macroeconomic Factors. (2010). Dionne, Georges ; Gauthier, Genevieve ; Maurice, Mathieu ; Hammami, Khemais ; Simonato, Jean-Guy.
    In: Cahiers de recherche.
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  325. Zero-Coupon Yield Curve Estimation with the Package termstrc. (2010). Ferstl, Robert ; Hayden, Josef .
    In: Journal of Statistical Software.
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  326. Level, Slope, Curvature of Sovereign Yield Curve and Fiscal Behaviour. (2010). Martins, Manuel ; Afonso, Antonio ; Manuel M. F. Martins, .
    In: Working Papers Department of Economics.
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  327. Option pricing for GARCH-type models with generalized hyperbolic innovations. (2010). Chorro, Christophe ; Guegan, Dominique.
    In: Post-Print.
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  328. Constrained smoothing B-splines for the term structure of interest rates. (2010). Moura, Marcelo ; Laurini, Márcio.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:46:y:2010:i:2:p:339-350.

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  329. Intelligible factors for the yield curve. (2010). Lenz, Carlos ; Lengwiler, Yvan.
    In: Journal of Econometrics.
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  330. Level, slope, curvature of the sovereign yield curve, and fiscal behaviour. (2010). Martins, Manuel ; Afonso, Antonio ; Manuel M. F. Martins, .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20101276.

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  331. Forecasting Government Bond Yields with Large Bayesian VARs. (2010). Marcellino, Massimiliano ; Carriero, Andrea ; Kapetanios, George.
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  332. Calibrating the Nelson–Siegel–Svensson model. (2010). Schumann, Enrico ; Gilli, Manfred ; Groe, Stefan .
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  333. Term structure forecasting using macro factors and forecast combination. (2010). van Dijk, Dick ; Ravazzolo, Francesco ; De Pooter, Michiel.
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  334. ASSESSING EUROPEAN CENTRAL BANKS CREDIBILITY DURING THE FIRST YEARS OF THE EUROSYSTEM: A BAYESIAN EMPIRICAL INVESTIGATION. (2010). amisano, gianni ; Tronzano, Marco.
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  335. Understanding Inflation-Indexed Bond Markets. (2009). Viceira, Luis ; Shiller, Robert ; Campbell, John.
    In: Yale School of Management Working Papers.
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  336. The long-run uncovered interest rate parity in view of a trading strategy. (2009). Chin, Chang-Chiang ; Liang, Huei-Mei .
    In: Applied Economics.
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  337. Understanding Inflation-Indexed Bond Markets. (2009). Viceira, Luis ; Shiller, Robert ; Campbell, John.
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  338. Adaptive forecasting of the EURIBOR swap term structure. (2009). Blaskowitz, Oliver ; Herwartz, Helmut.
    In: Journal of Forecasting.
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  339. Parsimonious modeling and forecasting of corporate yield curve. (2009). Yu, Wei-Choun ; Salyards, Donald M..
    In: Journal of Forecasting.
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  340. Understanding Inflation-Indexed Bond Markets. (2009). Viceira, Luis ; Shiller, Robert ; Campbell, John.
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  341. Inflation and the stock market: Understanding the “Fed Model”. (2009). Engstrom, Eric ; Bekaert, Geert.
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  342. Comparison of non-linear optimization algorithms for yield curve estimation. (2009). Michalopoulos, Michalis ; Manousopoulos, Polychronis.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:192:y:2009:i:2:p:594-602.

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  343. Understanding Inflation-Indexed Bond Markets. (2009). Viceira, Luis ; Shiller, Robert ; Campbell, John.
    In: Cowles Foundation Discussion Papers.
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  344. THE SENSITIVITY OF SOUTH AFRICAN INFLATION EXPECTATIONS TO SURPRISES. (2009). Reid, Monique.
    In: South African Journal of Economics.
    RePEc:bla:sajeco:v:77:y:2009:i:3:p:414-429.

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  345. ISOLATING A MEASURE OF INFLATION EXPECTATIONS FOR THE SOUTH AFRICAN FINANCIAL MARKET USING FORWARD INTEREST RATES. (2009). Reid, Monique.
    In: South African Journal of Economics.
    RePEc:bla:sajeco:v:77:y:2009:i:3:p:399-413.

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  346. Which interest rate scenario is the worst one for a bank? Evidence from a tracking bank approach for German savings and cooperative banks. (2008). Memmel, Christoph.
    In: Discussion Paper Series 2: Banking and Financial Studies.
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  347. DISCOUNT CURVE ESTIMATION BY MONOTONIZING MCCULLOCH SPLINES. (2008). Dette, Holger ; Ziggel, Daniel.
    In: International Journal of Theoretical and Applied Finance (IJTAF).
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  348. Testing Term Structure Estimation Methods: Evidence from the UK STRIPS Market. (2008). Steeley, James.
    In: Journal of Money, Credit and Banking.
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  349. Einflussfaktoren auf den Credit Spread von Unternehmensanleihen. (2008). Laut, Amelie ; Gann, Philipp .
    In: Discussion Papers in Business Administration.
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  350. MODELS OF FINANCIAL IMMUNIZATION: BEHAVIOR ON THE SPANISH PUBLIC DEBT MARKET. (2008). Herran, Vicente Ruiz ; Miguel Angel Perez Martínez, ; Miguel Angel Pena Cerezo, .
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  351. Option Pricing under GARCH models with Generalized Hyperbolic distribution (II) : Data and Results. (2008). Chorro, Christophe ; Guegan, Dominique.
    In: Post-Print.
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  352. Measuring the Financial Markets’ Perception of EMU Enlargement: The Role of Ambiguity Aversion. (2008). Cincibuch, Martin ; Hornikova, Matrina.
    In: Czech Journal of Economics and Finance (Finance a uver).
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  353. Uncertainty and the yield curve. (2008). Hackworth, J. F..
    In: Economics Letters.
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  354. La curva de rendimientos a plazo y las expectativas de tasas de interés en el mercado de renta fija en Colombia, 2002-2007. (2008). Agudelo, Diego ; Rueda, Diego Agudelo ; Arango, Monica Arango .
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  355. La curva de rendimientos: una revisión metodológica y nuevas aproximaciones de estimación. (2008). Santana, Juan Camilo.
    In: REVISTA CUADERNOS DE ECONOMÍA.
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  356. Eurosystem communication and financial market expectations. (2008). Mevis, Dirk ; Luennemann, Patrick.
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  357. Giving flexibility to the Nelso-Siegel class of term structure models. (2008). De Rezende, Rafael.
    In: Anais do XXXVI Encontro Nacional de Economia [Proceedings of the 36th Brazilian Economics Meeting].
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  358. A Joint Characterization of German Monetary Policy and the Dynamics of the German Term Structure of Interest Rates. (2008). Fendel, Ralf.
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  359. Examining the Nelson-Siegel Class of Term Structure Models. (2007). De Pooter, Michiel.
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  360. Konstrukce výnosové křivky pomocí vládních dluhopisů v České republice. (2007). Radová, Jarmila ; Malek, Jii ; trba, Filip .
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  361. Reduced-form Models with Regime Switching: An Empirical Analysis for Corporate Bonds. (2007). .
    In: Asia-Pacific Financial Markets.
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  362. Term-structure estimation in markets with infrequent trading. (2007). Schwartz, Eduardo S. ; Naranjo, Lorenzo F. ; Cortazar, Gonzalo.
    In: International Journal of Finance & Economics.
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  363. Constrained Smoothing Splines for the Term Structure of Interest Rates. (2007). Moura, Marcelo ; Laurini, Márcio.
    In: Insper Working Papers.
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  364. Inflation targeting and the anchoring of inflation expectations in the western hemisphere. (2007). Swanson, Eric ; Levin, Andrew ; Gürkaynak, Refet ; Marder, Andrew N..
    In: Economic Review.
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  365. Measuring the Financial Markets Perception of EMU Enlargement: The Role of Ambiguity Aversion. (2007). Cincibuch, Martin ; Hornikova, Martina .
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  366. Inflation risk premia in the term structure of interest rates. (2007). Tristani, Oreste ; Hördahl, Peter ; Hoerdahl, Peter.
    In: BIS Working Papers.
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  367. Discount curve estimation by monotonizing McCulloch Splines. (2006). Ziggel, D. ; Dette, Holger.
    In: Technical Reports.
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  368. Can Central Banks Target Bond Prices?. (2006). Kuttner, Kenneth.
    In: NBER Working Papers.
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  369. INFLATION TARGETING AND THE ANCHORING OF INFLATION EXPECTATIONS IN THE WESTERN HEMISPHERE. (2006). Swanson, Eric ; Levin, Andrew ; Gürkaynak, Refet ; Marder, Andrew N..
    In: Journal Economía Chilena (The Chilean Economy).
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  370. Monetary policy and rejections of the expectations hypothesis. (2006). Ravenna, Federico ; Seppala, Juha .
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  371. AFFINE PROCESSES, ARBITRAGE-FREE TERM STRUCTURES OF LEGENDRE POLYNOMIALS, AND OPTION PRICING. (2005). Almeida, Caio ; Rodrigues, Caio Ibsen .
    In: International Journal of Theoretical and Applied Finance (IJTAF).
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  372. Methodology and Implementation of Value-at-Risk Measures in Emerging Fixed-Income Markets with Infrequent Trading.. (2005). Bernales, Alejandro ; Beuermann, Diether ; Cortazar, Gonzalo.
    In: Finance.
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  373. Level-Slope-Curvature - Fact or Artefact?. (2005). Pelsser, Antoon ; Lord, Roger .
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  374. Interpreting Implied Risk-Neutral Densities: The Role of Risk Premia. (2005). Vestin, David ; Hördahl, Peter ; Hordahl, Peter.
    In: Review of Finance.
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  375. Immunization Using a Parametric Model of the Term Structure. (2005). Bravo, Jorge ; Jorge Miguel Ventura Bravo, ; Carlos Manuel Pereira da Silva, .
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  376. Estimación de la estructura a plazos de las tasas de interés en Colombia por medio del método de funciones B-spline cúbicas. (2005). Vásquez, Diego ; Melo-Velandia, Luis ; VSQUEZ, Diego Mauricio.
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  377. Default probabilities and expected recovery: an analysis of emerging market sovereign bonds. (2005). Dixon-Smith, Liz ; Hayes, Simon ; Goossens, Roman.
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  378. FRS17 and the Sterling Double A Corporate Yield Curve. (2005). Skinner, Frank S. ; Ioannides, Michalis .
    In: Journal of Business Finance & Accounting.
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  379. CONDITIONS FOR CONSISTENT EXPONENTIAL-POLYNOMIAL FORWARD RATE PROCESSES WITH MULTIPLE NONTRIVIAL FACTORS. (2004). Sharef, Emmanuel ; Filipovi, Damir.
    In: International Journal of Theoretical and Applied Finance (IJTAF).
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  380. Positive forward rates in the maximum smoothness framework. (2004). Blomvall, Jorgen ; Manzano, Julian .
    In: Quantitative Finance.
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  381. The magnitude and Cyclical Behavior of Financial Market Frictions. (2004). Swanson, Eric ; Levin, Andrew.
    In: Computing in Economics and Finance 2004.
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  382. FRS17 and the Sterling Doubles A Corporate Yield Curve. (2004). Skinner, Frank ; Ioannides, Michalis .
    In: ICMA Centre Discussion Papers in Finance.
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  383. Determinants of Euro Term Structure of Credit Spreads. (2004). Van Landschoot, Astrid .
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  384. A joint econometric model of macroeconomic and term structure dynamics. (2004). Vestin, David ; Tristani, Oreste ; Hördahl, Peter ; Hordahl, Peter.
    In: Money Macro and Finance (MMF) Research Group Conference 2003.
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  385. The magnitude and cyclical behavior of financial market frictions. (2004). Zakrajsek, Egon ; Levin, Andrew ; Natalucci, Fabio M..
    In: Finance and Economics Discussion Series.
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  386. Reading the minds of investors: an empirical term structure model for policy analysis. (2004). Clouse, Jim.
    In: Finance and Economics Discussion Series.
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  387. The term structure of real interest rates: theory and evidence from UK index-linked bonds. (2004). Seppala, Juha.
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    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:0235.

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  42. Determinantes del plazo de endeudamiento de las empresas españolas. (1999). Cuñat, Vicente.
    In: Investigaciones Economicas.
    RePEc:iec:inveco:v:23:y:1999:i:3:p:351-392.

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  43. A Survey on Interest Rate Forecasting. (1999). Zimmermann, Christian ; Paquet, Alain ; Fauvel, Yvon.
    In: Cahiers de recherche CREFE / CREFE Working Papers.
    RePEc:cre:crefwp:87.

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  44. The Information in the Term of Structure: further Results for Germany. (1999). Torricelli, Costanza ; Boero, Gianna.
    In: Working Paper CRENoS.
    RePEc:cns:cnscwp:199912.

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  45. Testing the predictive power of New Zealand bank bill futures rates. (1998). Krippner, Leo.
    In: Reserve Bank of New Zealand Discussion Paper Series.
    RePEc:nzb:nzbdps:1998/08.

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  46. Estimating Yield Curves by Kernel Smoothing Methods. (1998). Mammen, Enno ; LINTON, OLIVER ; Nielsen, J..
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1205.

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  47. Peso Problem Explanations for Term Structure Anomalies. (1997). Marshall, David ; Hodrick, Robert ; Bekaert, Geert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:6147.

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  48. The Information Content of the Inflation Term Structure. (1997). Chadha, Jagjit ; Breedon, Francis.
    In: Bank of England working papers.
    RePEc:boe:boeewp:75.

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  49. On Biases in Tests of the Expecations Hypothesis of the Term Structure Of Interest Rates. (1996). Marshall, David ; Hodrick, Robert ; Bekaert, Geert.
    In: NBER Technical Working Papers.
    RePEc:nbr:nberte:0191.

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  50. Around and around: the expectations hypothesis. (1996). Fisher, Mark ; Gilles, Christian .
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:96-17.

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