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Towards a general theory of bond markets
Björk, Tomas; DiMasi, Giovanni; Kabanov, Jurij M.; … - 1996
Persistent link: https://www.econbiz.de/10000955624
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Public debt management and the term structure of interest rates
Paalzow, Anders - 1996
Persistent link: https://www.econbiz.de/10000956014
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Fiscal policy and the yield curve in a small open economy
Lindé, Jesper - 1998
Persistent link: https://www.econbiz.de/10000981018
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Monetary policy and market interest rates
Ellingsen, Tore; Söderström, Ulf - 1998
Persistent link: https://www.econbiz.de/10000987479
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Bond markets where prices are driven by a general marked point process
Björk, Tomas; Kabanov, Jurij M.; Runggaldier, Wolfgang J. - 1995
Persistent link: https://www.econbiz.de/10000928616
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General quadratic term structures of bond, futures and forward prices
Gaspar, Raquel M. (contributor) - 2004 - [Elektronische Ressource]
of forward prices and show that the difference between the two prices have to do with the correlation between bond prices …
Persistent link: https://www.econbiz.de/10001991041
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Finite dimensional Markovian realizations for stochastic volatility forward rate models
Björk, Tomas (contributor); Landén, Camilla (contributor);  … - 2002 - [Elektronische Ressource], This version: May 6, 2002
we use the previously developed Hilbert space realization theory in order provide general necessary and sufficent … the theory by analyzing a number of concrete examples. -- HJM models ; stochastic volatility ; factor models ; forward …
Persistent link: https://www.econbiz.de/10001664233
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European integration and productivity growth
Norberg, Helene - 1996
Persistent link: https://www.econbiz.de/10000937957
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Did the European unification induce economic growth? : In search of scale-effects and persistent changes
Vanhoudt, Patrick - 1998
Persistent link: https://www.econbiz.de/10000994463
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Exchange rate uncertainty and the microeconomic benefits of EMU
Friberg, Richard; Vredin, Anders - 1996
Persistent link: https://www.econbiz.de/10000950739