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No arbitrage priors, drifting volatilites, and the term structure of interest rates
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
-
2014
Persistent link: https://www.econbiz.de/10010363319
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2
The term structure of redenomination risk
Bayer, Christian
;
Kim, Chi Hyun
;
Kriwoluzky, Alexander
-
2018
Persistent link: https://www.econbiz.de/10011919132
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3
Euro area government bonds-integration and fragmentation during the sovereign debt crisis
Ehrmann, Michael
;
Fratzscher, Marcel
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2015
Persistent link: https://www.econbiz.de/10011289268
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4
Bond market clienteles, the yield curve, and the optimal maturity structure of government debt
Guibaud, Stéphane
;
Nosbusch, Yves
;
Vayanos, Dimitri
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2013
Persistent link: https://www.econbiz.de/10009747892
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5
The financial and macroeconomics effects of OMT announcements
Altavilla, Carlo
;
Giannone, Domenico
;
Lenza, Michele
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2014
Persistent link: https://www.econbiz.de/10010382041
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6
Eurozone sovereign yield spreads and diverging economic fundamentals
Beber, Alessandro
;
Brandt, Michael W.
;
Luisi, Maurizio
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2013
Persistent link: https://www.econbiz.de/10009784715
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7
Fiscal policy and the term structure : evidence from the case of Italy in the EMS and the EMU periods
Favero, Carlo A.
;
Giglio, Stefano
-
2006
Persistent link: https://www.econbiz.de/10003366957
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8
Price effects of sovereign debt auctions in the euro-zone : the role of the crisis
Beetsma, Roel
;
Jong, Frank de
;
Giuliodori, Massimo
; …
-
2013
Persistent link: https://www.econbiz.de/10010193399
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9
The Federal Reserve's large-scale asset puchase programs : rationale and effects
D'Amico, Stefania
;
English, William B.
;
López-Salido, …
-
2012
Persistent link: https://www.econbiz.de/10009655180
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10
Over-the-counter market frictions and yield spread changes
Friewald, Nils
;
Nagler, Florian
-
2018
Persistent link: https://www.econbiz.de/10012099290
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