Central Bank Research Hub - Series: National Bank of Denmark (Danmarks Nationalbank) Working papers 2004

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Title Author(s)

Chain indexing in a macro model - Aggregation and irreversibility

Paper: WP21/2004, 20.12.2004

Money Demand in Denmark 1980-2002

Paper: WP18/2004, 12.07.2004

Firms in Financial Distress: An Exploratory Analysis

Paper: WP17/2004, 12.07.2004

International transmission of transitory and persistent monetary shocks under imperfect information

Paper: WP15/2004, 17.05.2004

A Failure-Rate Model for the Danish Corporate Sector

Paper: WP16/2004, 05.05.2004

A chronology of Denmark's exchange-rate policy 1875-2003

Paper: WP12/2004, 03.05.2004

Nominal and real effective krone rate indices for Denmark 1875-2002

Paper: WP13/2004, 03.05.2004

JEL: F31, N23, N24

An empirical examination of the purchasing-power-parity hypothesis for Denmark 1875-2002

Paper: WP14/2004, 03.05.2004

Has US Monetary Policy Followed the Taylor Rule? A Cointegration Analysis 1988-2002

Paper: WP11/2003, 13.04.2004

Does duration extension enhance excess returns?

Paper: WP10/2003, 08.04.2004

Extracting risk neutral probability densities by fitting implied volatility smiles: Some methodological points and an application to the 3M Euribor futures option prices.

Paper: WP09/2002, 08.04.2004

Systemic Risk in the Danish Interbank Netting System

Paper: WP08/2002, 08.04.2004

Endogenous Exchange Rate Pass-through when Nominal Prices are Set in Advance

Paper: WP07/2002, 08.04.2004

The Real Interest Rate Gap: Measurement and Application

Paper: WP06/2002, 08.04.2004

Propagation of nominal shocks in open economies

Paper: WP05/2002, 08.04.2004

The formation of inflation expectations under changing inflation regimes

Paper: WP04/2002, 08.04.2004

Optimal Contract Currencies and Exchange Rate Policy

Paper: WP03/2002, 08.04.2004

Robust estimation of the expected inflation

Paper: WP01/2002, 08.04.2004

The Intraday Liquidity Management Game

Paper: WP02/2002, 08.04.2004

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