| Title | Author(s) | |
|---|---|---|
Euro area inflation persistencePaper: 0201, 02.04.2003 |
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Interdependence between the euro area and the US: what role for EMU?Paper: 0200, 02.04.2003 |
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Time variation in the tail behaviour of bunds futures returnsPaper: 0199, 02.04.2003 |
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Extracting risk neutral probability densities by fitting implied volatility smiles: some methodological points and an application to the 3M Euribor futures option pricesPaper: 0198, 02.04.2003 |
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A model of the Eurosystem's operational framework for monetary policy implementationPaper: 0197, 02.04.2003 |
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Bootstrapping autoregressions with conditional heteroskedasticity of unknown formPaper: 0196, 02.04.2003 |
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In-sample or out-of-sample tests of predictability: which one should we use?Paper: 0195, 02.04.2003 |
