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A factor model of the term structure of interest rates and risk premium estimation for Latvia's money market
Ajevskis, Viktors (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003353607
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The effectiveness of unconventional monetary policy : the term auction facility
Thornton, Daniel L. - 2010
Persistent link: https://www.econbiz.de/10008669206
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Channel systems : why is there a positive spread?
Berentsen, Aleksander; Marchesiani, Alessandro; Waller, … - 2010
Persistent link: https://www.econbiz.de/10008736581
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Modelling interest rate dynamics in a corridor with jump processes
Honoré, Peter - 1997
Persistent link: https://www.econbiz.de/10000975514
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Interbank connections, contagion and bank distress in the Great Depression
Calomiris, Charles W.; Jaremski, Matthew; Wheelock, David C. - 2019
Persistent link: https://www.econbiz.de/10011950766
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Bank funding risk, reference rates, and credit supply
Cooperman, Harry R.; Duffie, Darrell; Yang, Yilin; … - 2023
Persistent link: https://www.econbiz.de/10014246457
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Interbank networks and the interregional transmission of financial crises : evidence from the panic of 1907
Jaremski, Matthew; Wheelock, David C. - 2022
Persistent link: https://www.econbiz.de/10013367827
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Risk assessment for banking systems
Elsinger, Helmut - 2002
Persistent link: https://www.econbiz.de/10013436793
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Comparing the New Keynesian Phillips Curve with time series models to forecast inflation
Rumler, Fabio; Valderrama, María Teresa - 2008
Persistent link: https://www.econbiz.de/10003776275
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The impact of reference norms on inflation persistence when wages are staggered
Knell, Markus; Stiglbauer, Alfred - 2009
Persistent link: https://www.econbiz.de/10003818192