Discussion paper DP5259 The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields Lucio Sarno Daniel L Thornton Giorgio Valente 23 Sep 2005 Financial Economics International Macroeconomics E43 G10
Discussion paper DP5181 Why Are Returns on Swiss Franc Assets So Low? Rare Events May Solve the Puzzle Peter Kugler Beatrice Weder Di Mauro 23 Aug 2005 International Macroeconomics E43 E44 G15
Discussion paper DP4959 Time Variation in Term Premia: International Evidence Christian Wolff Willem F C Verschoor Ron Jongen 23 Mar 2005 Financial Economics E42 E43 G15
Discussion paper DP4910 The Predictive Power of the Yield Spread: Further Evidence and A Structural Interpretation Carlo A. Favero Ulf Söderström Iryna Kaminska 23 Feb 2005 International Macroeconomics E27 E37 E43
Discussion paper DP4835 The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates Mark Taylor Richard Clarida Lucio Sarno Giorgio Valente 23 Jan 2005 International Macroeconomics E43 E47
Discussion paper DP4854 Central Bank Forecasts and Disclosure Policy: Why it Pays to be Optimistic Sylvester Eijffinger Mewael F. Tesfaselassie 23 Jan 2005 International Macroeconomics E42 E43 E52 E58
Discussion paper DP4775 Interest Rate Setting by the ECB: Words and Deeds Stefan Gerlach 23 Dec 2004 International Macroeconomics E43 E52 E58
Discussion paper DP4587 Federal Funds Rate Prediction Lucio Sarno Daniel L Thornton Giorgio Valente 23 Sep 2004 International Macroeconomics E43
Discussion paper DP4465 Sovereign Risk Premia in the European Bond Market Jurgen von Hagen Ludger Schuknecht Kerstin Bernoth 23 Jul 2004 International Macroeconomics Public Economics E43 E62 G12 H63
Discussion paper DP4467 International Portfolio Holdings and Swiss Franc Asset Returns Peter Kugler Beatrice Weder Di Mauro 23 Jul 2004 International Macroeconomics E43 G11 G12
Discussion paper DP4447 The Case for Open-Market Purchases in a Liquidity Trap Alan Auerbach Maurice Obstfeld 23 Jun 2004 International Macroeconomics E43 E52 E63
Discussion paper DP4360 Why are Long Rates Sensitive to Monetary Policy? Tore Ellingsen Ulf Söderström 23 Apr 2004 International Macroeconomics E43 E52