VoxEU Column Sticky expectations: A unified explanation for bond and currency puzzles Markus Sihvonen Eleonora Granziera 26 Nov 2020 Exchange Rates Monetary Policy
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 DP6570 Inertia in Taylor Rules John Driffill Zeno Rotondi 16 Nov 2007 International Macroeconomics E52 E58
Discussion paper DP5341 Term Structure Estimation with Survey Data on Interest Rate Forecasts Athanasios Orphanides Don H. Kim 4 Nov 2005 Financial Economics International Macroeconomics E43 E47 G12
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 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 DP3187 Interpreting the Term Structure of Interbank Rates in Hong Kong Stefan Gerlach 20 Feb 2002 International Macroeconomics E43
Discussion paper DP2392 Risk Premia In The Term Structure Of Interest Rates: A Panel Data Approach Christian Wolff Dennis Bams 29 Feb 2000 Financial Economics E43 G12
Discussion paper DP1752 Exchange Rate Regimes and the Expectations Hypothesis of the Term Structure Stefan Gerlach Frank Smets 30 Nov 1997 International Macroeconomics E4
Discussion paper DP1258 The Term Structure of Euro-Rates: Some Evidence in Support of the Expectations Hypothesis Stefan Gerlach Frank Smets 31 Oct 1995 International Macroeconomics E4