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person:"Monfort, Alain"
~isPartOf:"Working paper series / European Central Bank ; Eurosystem"
~person:"Ehrmann, Michael"
~person:"Hördahl, Peter"
~subject:"Yield curve"
~subject:"Zinsstruktur"
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Search: subject_exact:"Zinsstrukturkurve"
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Yield curve
Zinsstruktur
Theorie
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Deutschland
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Forecasting model
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Germany
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Prognoseverfahren
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1975-1998
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1993-2003
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Ankündigungseffekt
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Business cycle synchronization
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Derivat
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EU countries
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EU-Staaten
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Monetary policy
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Money market
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Neoclassical synthesis
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Neoklassische Synthese
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Risikoneutralität
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Risikoprämie
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Risk neutrality
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Risk premium
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Wirtschaftswachstum
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Monfort, Alain
Ehrmann, Michael
Hördahl, Peter
Cassola, Nuno
2
Vestin, David
2
Bergeijk, Peter A. G. van
1
Berk, Jan Marc
1
Bondt, Gabe J. de
1
Brand, Claus
1
Brousseau, Vincent
1
Durré, Alain
1
Evjen, Snorre
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Fratzscher, Marcel
1
Gerlach-Kristen, Petra
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Luís, Jorge Barros
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Moneta, Fabio
1
Peersman, Gert
1
Pilegaard, Rasmus
1
Smets, Frank
1
Söderström, Ulf
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Tristani, Oreste
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Van Landschoot, Astrid
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Working paper series / European Central Bank ; Eurosystem
Série des documents de travail / Centre de Recherche en Économie et Statistique
8
Documents de travail / Banque de France
7
Working paper series / European Central Bank
7
Banque de France Working Paper
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Journal of econometrics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of banking & finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Review of finance : journal of the European Finance Association
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The economic journal : the journal of the Royal Economic Society
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The review of economics and statistics
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Annales d'économie et de statistique
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BIS Paper
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BIS quarterly review : international banking and financial market developments
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CFS working paper series
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DIW Berlin Discussion Paper
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Developments in macro-finance Yield curve modelling
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Dynamique des marchés financiers et prévisions
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Hong Kong Institute for Monetary and Financial Research (HKIMR) Research Paper WP
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International journal of central banking : IJCB
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Les notes d'études et de recherche : NER
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper
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Sveriges Riksbank working paper series
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ECONIS (ZBW)
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Equal size, equal role? : interest rate interdepedence between the euro area and the United States
Ehrmann, Michael
-
2004
Persistent link: https://www.econbiz.de/10013434679
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2
Interpreting implied risk-neutral densities : the role of risk premia
Hördahl, Peter
-
2003
Persistent link: https://www.econbiz.de/10013434618
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3
Estimating the implied distribution of the future short term interest rate using the Longstaff-Schwartz model
Hördahl, Peter
-
2000
Persistent link: https://www.econbiz.de/10013434289
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4
A joint econometric model of macroeconomic and term struture dynamics
Hördahl, Peter
-
2004
Persistent link: https://www.econbiz.de/10013434758
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