Discussion paper DP4367 Bidding and Performance in Repo Auctions: Evidence from ECB Open Market Operations Kjell G. Nyborg Ilya Strebulaev Ulrich Bindseil 23 Apr 2004 Financial Economics D44 E43 E50 G12 G21
Discussion paper DP4279 Heterogenous Information About the Term Structure of Interest Rates, Least-Squares Learning and Optimal Interest Rate Rules Eric Schaling Sylvester Eijffinger Mewael F. Tesfaselassie 23 Mar 2004 International Macroeconomics C53 E43 E52 F33
Discussion paper DP4301 Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates Carlo A. Favero Andrea Carriero Iryna Kaminska 23 Mar 2004 Financial Economics International Macroeconomics E43 E44
Discussion paper DP4314 The Yield Spread as a Symmetric Predictor of Output and Inflation Gikas Hardouvelis Dimitrios Malliaropoulos 23 Mar 2004 Financial Economics E43 E44
Discussion paper DP4165 On Model Selection and Markov Switching: A Empirical Examination of Term Structure Models with Regime Shifts John Driffill Martin Sola Turalay Kenc Fabio Spagnolo 23 Jan 2004 Financial Economics International Macroeconomics E43 G12
Discussion paper DP4106 Identifying the Monetary Transmission Mechanism Using Structural Breaks Roger Farmer Andreas Beyer 23 Nov 2003 International Macroeconomics C51 E43 E52 E58
Discussion paper DP3917 Loan Pricing Under Basel Capital Requirements Rafael Repullo Javier Suarez 23 May 2003 Financial Economics E43 G21 G28
Discussion paper DP3257 With a Bang, Not a Whimper: Pricking Germany's 'Stock Market Bubble' in 1927 and the Slide into Depression Hans-Joachim Voth 20 Mar 2002 International Macroeconomics E31 E43 E44 N14 N24
Discussion paper DP3090 The Overnight Interbank Market: Evidence from the G7 and the Euro Zone Giuseppe Bertola Alessandro Prati Leonardo Bartolini 20 Feb 2002 Financial Economics International Macroeconomics E43 E52 E58
Discussion paper DP3225 The Dynamic Relationship Between the Federal Funds rate and the Treasury Bill Rate: An Empirical Investigation Lucio Sarno Daniel L Thornton 20 Feb 2002 International Macroeconomics E43
Discussion paper DP3187 Interpreting the Term Structure of Interbank Rates in Hong Kong Stefan Gerlach 20 Feb 2002 International Macroeconomics E43
Discussion paper DP3081 The Microstructure of the Euro Money Market Philipp Hartmann Michele Manna Andres Manzanares 23 Nov 2001 Financial Economics International Macroeconomics D44 E43 E52 G14