Discussion paper DP13252 International yield curves and currency puzzles Mikhail Chernov Drew Creal 18 Feb 2022 Financial Economics International Macroeconomics and Finance F31 G12 G15
Discussion paper DP14201 The Natural Rate Puzzle: Global Macro Trends and the Market-Implied r* Josh Davis Cristian Fuenzalida Alan M. Taylor 17 Dec 2019 Financial Economics Macroeconomics and Growth Monetary Economics and Fluctuations C13 C32 E43 E44 E47 G12
Discussion paper DP12833 Central Banks Going Long Ricardo Reis 31 Mar 2018 Monetary Economics and Fluctuations E31 E52 E58
Discussion paper DP10947 Macroeconomic-Driven Prepayment Risk and the Valuation of Mortgage-Backed Securities Mikhail Chernov Francis Longstaff 14 Mar 2016 Financial Economics G12 G13
Discussion paper DP8063 The bond yield conundrum: alternative hypotheses and the state of the economy Sylvester Eijffinger Ronald Mahieu Louis Raes 18 Oct 2010 International Macroeconomics E43 E44 E52
Discussion paper DP8018 Macroeconomics and the Term Structure Jonathan Wright Refet Gürkaynak 23 Sep 2010 Financial Economics International Macroeconomics C32 E43 E44 E58 G12
Discussion paper DP2034 Direct Estimation of the Risk Neutral Factor Dynamics of Affine Term Structure Models Peter C Schotman Dennis Bams 18 Dec 1998 Financial Economics C33 G13