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~isPartOf:"Documents de travail / Banque de France"
~subject:"EU-Staaten"
~subject:"Expectation formation"
~subject:"Risikoprämie"
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Search: subject_exact:"LIBOR market model"
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EU-Staaten
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Documents de travail / Banque de France
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UK term structure decompositions at the zero lower bound
Carriero, Andrea
;
Mouabbi, Sarah
;
Vangelista, Elisabetta
-
2016
Persistent link: https://www.econbiz.de/10011566832
Saved in:
2
The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises
Avouyi-Dovi, Sanvi
;
Horny, Guillaume
;
Sevestre, Patrick
-
2015
Persistent link: https://www.econbiz.de/10011305234
Saved in:
3
An arbitrage-free Nelson-Siegel term structure model with stochastic volatility for the determination of currency risk premia
Mouabbi, Sarah
-
2014
Persistent link: https://www.econbiz.de/10010439768
Saved in:
4
Fundamental disagreement
Andrade, Philippe
;
Crump, Richard
;
Eusepi, Stefano
; …
-
2014
Persistent link: https://www.econbiz.de/10010439773
Saved in:
5
Credit risk in the euro area
Gilchrist, Simon
;
Mojon, Benoît
-
2014
Persistent link: https://www.econbiz.de/10010353423
Saved in:
6
The dynamics of bank loans short-term interest rates in the Euro area : what lessons can we draw from the current crisis?
Avouyi-Dovi, Sanvi
;
Horny, Guillaume
;
Sevestre, Patrick
-
2013
Persistent link: https://www.econbiz.de/10010353651
Saved in:
7
How do anticipated changes to short-term market rates influence banks’ retail interest rates? : evidence from the four major euro area economies
Banerjee, Anindya
;
Bystrov, Victor
;
Mizen, Paul
-
2012
Persistent link: https://www.econbiz.de/10009574572
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8
A model of the euro-area yield curve with discrete policy rates
Renne, Jean-Paul
-
2012
Persistent link: https://www.econbiz.de/10009663966
Saved in:
9
Fiscal sustainability, default risk and euro area sovereign bond spreads
Borgy, Vladimir
;
Laubach, Thomas
;
Mésonnier, Jean-Stéphane
-
2011
Persistent link: https://www.econbiz.de/10009381809
Saved in:
10
No-arbitrage near-cointegrated VAR(p) term structure models, term premia and GDP growth
Jardet, Caroline
;
Monfort, Alain
;
Pegoraro, Fulvio
-
2009
Persistent link: https://www.econbiz.de/10003882004
Saved in:
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