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person:"Duffee, Gregory R."
~isPartOf:"Documents de travail / Banque de France"
~person:"Renne, Jean-Paul"
~person:"Rudebusch, Glenn D."
~subject:"Geldpolitik"
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Search: subject_exact:"Erwartungshypothese der Zinsstruktur"
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Geldpolitik
Yield curve
9
Zinsstruktur
9
Credit risk
5
Kreditrisiko
5
Euro area
4
Eurozone
4
Monetary policy
3
Theorie
3
Theory
3
EU countries
2
EU-Staaten
2
Estimation
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Public bond
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Schätzung
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Switching behaviour
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Wechselverhalten
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Öffentliche Anleihe
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1999-2009
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Affine Process
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Anleihe
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Bank liquidity
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Bankenliquidität
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Bond
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Business cycle
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Capital income
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Country risk
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Debt management
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EURIBOR
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Econometric model
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Finanzpolitik
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Fiscal policy
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Interbank market
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Interbankenmarkt
1
Kapitaleinkommen
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Konjunktur
1
Lift-Off probabilities
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Low-interest-rate policy
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Länderrisiko
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Niedrigzinspolitik
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Duffee, Gregory R.
Renne, Jean-Paul
Rudebusch, Glenn D.
Monfort, Alain
2
Avouyi-Dovi, Sanvi
1
Banerjee, Anindya
1
Bystrov, Victor
1
Dubecq, Simon
1
Gouriéroux, Christian
1
Horny, Guillaume
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Mizen, Paul
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Pegoraro, Fulvio
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Roussellet, Guillaume
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Sevestre, Patrick
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Documents de travail / Banque de France
Working papers series / Federal Reserve Bank of San Francisco
9
Journal of monetary economics
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Banque de France Working Paper
1
CESifo working papers
1
Dynamic factor models
1
European journal of operational research : EJOR
1
International journal of central banking : IJCB
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Journal of banking & finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of money, credit and banking : JMCB
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Monetary policy and interest rates : proceedings of a conference sponsored by Banca d'Italia, Centro Paolo Baffi and the Innocenzo Gasparini Institute for Economic Research (IGIER)
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Review of finance : journal of the European Finance Association
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Working papers / Financial Institutions Center
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ECONIS (ZBW)
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Regime switching and bond pricing
Gouriéroux, Christian
;
Monfort, Alain
;
Pegoraro, Fulvio
; …
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2013
Persistent link: https://www.econbiz.de/10010200003
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2
Credit and liquidity in interbank rates : a quadratic approach
Dubecq, Simon
;
Monfort, Alain
;
Renne, Jean-Paul
; …
-
2013
Persistent link: https://www.econbiz.de/10009790707
Saved in:
3
A model of the euro-area yield curve with discrete policy rates
Renne, Jean-Paul
-
2012
Persistent link: https://www.econbiz.de/10009663966
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