| Title | Author(s) | |
|---|---|---|
Term Structure Modelling with Supply Factors and the Federal Reserve's Large Scale Asset Purchase ProgramsBoard of Governors of the Federal Reserve System FEDS series [View] (Paper: 2012-37, 08.06.2012) |
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No-Arbitrage One-Factor Models of the South African Term-Structure of Interest RatesSouth African Reserve Bank Working Papers [View] (Paper: 12/01, 07.06.2012) |
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Eurodollar banking and currency internationalisationBank for International Settlements Quarterly Review [View] (Paper: 1206f, 04.06.2012) |
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Estimating Inflation Expectations with a Limited Number of Inflation-Indexed BondsIJCB International Journal of Central Banking [View] (Paper: 12q2a4, 01.06.2012) |
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Diagnosing the Financial System: Financial Conditions and Financial StressIJCB International Journal of Central Banking [View] (Paper: 12q2a6, 01.06.2012) |
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Liquidity and credit risk premia in government bond yieldsEuropean Central Bank Working papers [View] (Paper: 1440, 01.06.2012) |
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Pricing Deflation Risk with U.S. Treasury YieldsSan Francisco Fed Working Papers [View] (Paper: 2012-07, 30.05.2012) |
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Pricing Deflation Risk with U.S. Treasury YieldsSan Francisco Fed Working Papers [View] (Paper: 2012-07, 30.05.2012) |
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Bank regulation and stability: an examination of the Basel market risk frameworkDeutsche Bundesbank Discussion Papers [View] (Paper: 09/2012, 29.05.2012) |
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Internationally correlated jumpsEuropean Central Bank Working papers [View] (Paper: 1436, 25.05.2012) |
