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Stylised properties of the interest rate term structure under the benchmark approach
Fergusson, Kevin; Platen, Eckhard - 2014
Persistent link: https://www.econbiz.de/10011344800
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International differences in interest rates/ by Colin Simkin
Simkin, Collin George Frederick - 1997
Persistent link: https://www.econbiz.de/10000955782
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Does more government deficit raise the interest rate? : Application of extended loanable funds model to Slovenia
Hsing, Yu - In: Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis … 27 (2009) 2, pp. 349-361
Persistent link: https://www.econbiz.de/10003940245
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Banking and sovereign risk in the euro area
Gerlach, Stefan; Schulz, Alexander; Wolff, Guntram B. - 2010
We study the determinants of sovereign bond spreads in the euro area since the introduction of the euro. We show that an aggregate risk factor is a main driver of spreads. This factor also plays an important indirect role for risk spreads through its interaction with the size and structure of...
Persistent link: https://www.econbiz.de/10003971081
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Combining survey forecasts and time series models : the case of the Euribor
Krüger, Fabian; Mokinski, Frieder; Pohlmeier, Winfried - In: Jahrbücher für Nationalökonomie und Statistik 231 (2011) 1, pp. 63-81
Persistent link: https://www.econbiz.de/10008902890
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Three essays in applied empirical economics : the financing of governments, corporations and households
Ebner, André - 2009
Persistent link: https://www.econbiz.de/10003959165
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Banking and sovereign risk in the euro area
Gerlach, Stefan; Schulz, Alexander; Wolff, Guntram B. - 2010
Persistent link: https://www.econbiz.de/10003993995
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Testing the homogeneous interest rates assumption using the principal component analysis
Stelmach, Jerzy - In: Conference proceedings, september 16 - 17, 2010 / …, (pp. 347-353). 2010
Persistent link: https://www.econbiz.de/10009373221
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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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Testing for a break in the persistence in yield spreads of EMU government bonds
Sibbertsen, Philipp; Wegener, Christoph; Basse, Tobias - 2013
This study tests for a break in the persistence of EMU government bond yield spreads examining data from France, Italy and Spain and using German interest rates as a kind of benchmark. The results reported here provide evidence for breaks between 2006 and 2008. The persistence of the yield...
Persistent link: https://www.econbiz.de/10010239739