-
1
-
-
84936220056
-
Cointegration and tests of present value models
-
Campbell, J. Y., and R. J. Shiller (1987). Cointegration and Tests of Present Value Models. Journal of Political Economy 95 (5): 1062-1088.
-
(1987)
Journal of Political Economy
, vol.95
, Issue.5
, pp. 1062-1088
-
-
Campbell, J.Y.1
Shiller, R.J.2
-
2
-
-
0031670190
-
Monetary policy rules in practice. Some international evidence
-
Clarida, R., J. Gali, and M. Gertler (1998). Monetary Policy Rules in Practice. Some International Evidence. European Economic Review 42 (6): 1033-1067.
-
(1998)
European Economic Review
, vol.42
, Issue.6
, pp. 1033-1067
-
-
Clarida, R.1
Gali, J.2
Gertler, M.3
-
3
-
-
84963026910
-
The term structure of interest rates
-
Culbertson, J. M. (1957). The Term Structure of Interest Rates. Quarterly Journal of Economics 71: 485-517.
-
(1957)
Quarterly Journal of Economics
, vol.71
, pp. 485-517
-
-
Culbertson, J.M.1
-
4
-
-
0000428579
-
The expectations hypothesis of the term structure: The UK interbank market
-
Cuthbertson, K. (1996 a). The Expectations Hypothesis of the Term Structure: The UK Interbank Market. The Economic Journal 106 (May): 578-592.
-
(1996)
The Economic Journal
, vol.106
, Issue.MAY
, pp. 578-592
-
-
Cuthbertson, K.1
-
6
-
-
0004917051
-
The implications of international influences for capital market rates
-
Deutsche Bundesbank (1997). The Implications of International Influences for Capital Market Rates. Monthly Reports of the Deutsche Bundesbank (July): 23-40.
-
(1997)
Monthly Reports of the Deutsche Bundesbank
, Issue.JULY
, pp. 23-40
-
-
-
8
-
-
0001264648
-
Estimating time varying risk premia in the term structure: The ARCH-M model
-
Engle, R., D. M. Lilien, and R. P. Robins (1987). Estimating Time Varying Risk Premia in the Term Structure: The ARCH-M Model. Econometrica 55 (2): 391-407.
-
(1987)
Econometrica
, vol.55
, Issue.2
, pp. 391-407
-
-
Engle, R.1
Lilien, D.M.2
Robins, R.P.3
-
10
-
-
38149144734
-
Do stationary risk premia explain it all? Evidence from the term structure
-
Evans, M. D. D., and K. K. Lewis (1994). Do Stationary Risk Premia Explain It All? Evidence from the Term Structure. Journal of Monetary Economics 33 (2): 285-318.
-
(1994)
Journal of Monetary Economics
, vol.33
, Issue.2
, pp. 285-318
-
-
Evans, M.D.D.1
Lewis, K.K.2
-
11
-
-
84977704978
-
New hope for the expectations hypothesis of the term structure of interest rates
-
Froot, K. A. (1989). New Hope for the Expectations Hypothesis of the Term Structure of Interest Rates. Journal of Finance 44 (2): 283-305.
-
(1989)
Journal of Finance
, vol.44
, Issue.2
, pp. 283-305
-
-
Froot, K.A.1
-
12
-
-
43949152349
-
The term structure spread and future changes in long and short rates in the G7 countries
-
Hardouvelis, G. A. (1994). The Term Structure Spread and Future Changes in Long and Short Rates in the G7 Countries. Journal of Monetary Economics 33 (2): 255-283.
-
(1994)
Journal of Monetary Economics
, vol.33
, Issue.2
, pp. 255-283
-
-
Hardouvelis, G.A.1
-
13
-
-
0001020872
-
The link between German short- and long-term interest rates: Some evidence against a term structure oriented monetary policy
-
Hassler, U., and D. Nautz (1998). The Link between German Short- and Long-term Interest Rates: Some Evidence against a Term Structure Oriented Monetary Policy. Jahrbücher für Nationalökonomie und Statistik 217 (2): 214-226.
-
(1998)
Jahrbücher für Nationalökonomie und Statistik
, vol.217
, Issue.2
, pp. 214-226
-
-
Hassler, U.1
Nautz, D.2
-
15
-
-
0031285245
-
The revival of the expectations theory of the US term structure of interest rates
-
Hsu, C., and P. Kugler (1997). The Revival of the Expectations Theory of the US Term Structure of Interest Rates. Economics Letters 55 (1): 115-120.
-
(1997)
Economics Letters
, vol.55
, Issue.1
, pp. 115-120
-
-
Hsu, C.1
Kugler, P.2
-
16
-
-
21144451008
-
Uncovered interest parity conditions between the United States and Europe under different exchange rate regimes
-
S. F. Frowen (ed.): New York: St. Martin Press
-
Kirchgässner, G., and J. Wolters (1993). Uncovered Interest Parity Conditions between the United States and Europe under Different Exchange Rate Regimes. In: S. F. Frowen (ed.): Monetary Theory and Monetary Policy. New York: St. Martin Press.
-
(1993)
Monetary Theory and Monetary Policy
-
-
Kirchgässner, G.1
Wolters, J.2
-
18
-
-
21144443547
-
Interest rate and liquidity risk management and the European money supply process
-
Economics Department, Freie Universität Berlin
-
Mitusch, K., and D. Nautz (1999). Interest Rate and Liquidity Risk Management and the European Money Supply Process. Discussion Paper Nr. 10/99, Economics Department, Freie Universität Berlin.
-
(1999)
Discussion Paper Nr. 10/99
-
-
Mitusch, K.1
Nautz, D.2
-
19
-
-
0004916894
-
Banks' demand for reserves when future monetary policy is uncertain
-
Nautz, D. (1998). Banks' Demand for Reserves When Future Monetary Policy Is Uncertain. Journal of Monetary Economics 42 (1): 161-183.
-
(1998)
Journal of Monetary Economics
, vol.42
, Issue.1
, pp. 161-183
-
-
Nautz, D.1
-
20
-
-
0001447776
-
Econometric issues in the analysis of regressions with generated regressors
-
Pagan, A. (1984). Econometric Issues in the Analysis of Regressions with Generated Regressors. International Economic Review 25 (1): 221-247.
-
(1984)
International Economic Review
, vol.25
, Issue.1
, pp. 221-247
-
-
Pagan, A.1
-
21
-
-
0000880923
-
Optimal inference in cointegrated systems
-
Phillips, P. C. B. (1991). Optimal Inference in Cointegrated Systems. Econometrica 59 (2): 283-306.
-
(1991)
Econometrica
, vol.59
, Issue.2
, pp. 283-306
-
-
Phillips, P.C.B.1
-
22
-
-
77957031689
-
The term structure of interest rates
-
B. M. Friedman and F. H. Hahn (eds.), Elsevier Science Publisher
-
Shiller, R. (1990). The Term Structure of Interest Rates. In: B. M. Friedman and F. H. Hahn (eds.), Handbook of Monetary Economics, Vol. 1. Elsevier Science Publisher.
-
(1990)
Handbook of Monetary Economics
, vol.1
-
-
Shiller, R.1
-
23
-
-
0031495752
-
Explaining the failures of the term spread models of rational expectations hypothesis of the term structure
-
Tzavalis, E., and M. R. Wickens (1997). Explaining the Failures of the Term Spread Models of Rational Expectations Hypothesis of the Term Structure. Journal of Money, Credit, and Banking 29 (3): 364-380.
-
(1997)
Journal of Money, Credit, and Banking
, vol.29
, Issue.3
, pp. 364-380
-
-
Tzavalis, E.1
Wickens, M.R.2
-
24
-
-
2342568816
-
Untersuchung der renditestruktur am deutschen kapitalmarkt 1970-1996
-
E. Baltensperger (ed.), Berlin: Duncker und Humblot
-
Wolters, J. (1998). Untersuchung der Renditestruktur am deutschen Kapitalmarkt 1970-1996. In: E. Baltensperger (ed.), Spekulation, Preisbildung und Volatilität auf Finanz- und Devisenmärkten. Berlin: Duncker und Humblot.
-
(1998)
Spekulation, Preisbildung und Volatilität auf Finanz- und Devisenmärkten
-
-
Wolters, J.1
-
25
-
-
4644293603
-
Die zinsstruktur am deutschen interbanken-geldmarkt: Eine empirische analyse für das vereinigte Deutschland
-
Wolters, J., and U. Hassler (1998). Die Zinsstruktur am deutschen Interbanken-Geldmarkt: Eine empirische Analyse für das vereinigte Deutschland. Ifo-Studien 44 (2): 141-160.
-
(1998)
Ifo-studien
, vol.44
, Issue.2
, pp. 141-160
-
-
Wolters, J.1
Hassler, U.2
|