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Nonlinearity in deviations from uncovered interest parity : an explanation of the forward bias puzzle
Sarno, Lucio; Valente, Giorgio; Leon, Hyginus - 2006
Persistent link: https://www.econbiz.de/10003310568
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Monetary policy with flexible exchange rates and forward interest rates as indicators
Svensson, Lars E. O. - 1994
Persistent link: https://www.econbiz.de/10013422078
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Term structure of risk under alternative econometric specifications
Guidolin, Massimo; Timmermann, Allan - 2004
Persistent link: https://www.econbiz.de/10002398866
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Testing a model of the UK by the method of indirect inference
Meenagh, David; Minford, Patrick; Theodoridis, Konstantinos - 2008
Persistent link: https://www.econbiz.de/10003728832
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Quasi-linear integrability
Nocke, Volker; Schutz, Nicolas - 2016
Persistent link: https://www.econbiz.de/10011502405
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Integrability and genderalized separability
Fally, Thibault - 2018
Persistent link: https://www.econbiz.de/10011862007
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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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Term-structure estimation with survey data on interest rate forecasts
Kim, Don H.; Orphanides, Athanasios - 2005
Persistent link: https://www.econbiz.de/10003226092
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High yields : the spread on German interest rates
Favero, Carlo A. - 1996
Persistent link: https://www.econbiz.de/10013422193
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The overnight interbank market : evidence from the G7 and the Euro Zone
Prati, Alessandro - 2002
Persistent link: https://www.econbiz.de/10013423774