Denmark - Central Bank Research Hub

Title Author(s)

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

National Bank of Denmark (Danmarks Nationalbank) Working papers [View] (Paper: WP12/2004, 03.05.2004)

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

National Bank of Denmark (Danmarks Nationalbank) Working papers [View] (Paper: WP11/2003, 13.04.2004)

Does duration extension enhance excess returns?

National Bank of Denmark (Danmarks Nationalbank) Working papers [View] (Paper: WP10/2003, 08.04.2004)

Systemic Risk in the Danish Interbank Netting System

National Bank of Denmark (Danmarks Nationalbank) Working papers [View] (Paper: WP08/2002, 08.04.2004)

The Real Interest Rate Gap: Measurement and Application

National Bank of Denmark (Danmarks Nationalbank) Working papers [View] (Paper: WP06/2002, 08.04.2004)

The formation of inflation expectations under changing inflation regimes

National Bank of Denmark (Danmarks Nationalbank) Working papers [View] (Paper: WP04/2002, 08.04.2004)

Robust estimation of the expected inflation

National Bank of Denmark (Danmarks Nationalbank) Working papers [View] (Paper: WP01/2002, 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.

National Bank of Denmark (Danmarks Nationalbank) Working papers [View] (Paper: WP09/2002, 08.04.2004)

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

National Bank of Denmark (Danmarks Nationalbank) Working papers [View] (Paper: WP07/2002, 08.04.2004)

Propagation of nominal shocks in open economies

National Bank of Denmark (Danmarks Nationalbank) Working papers [View] (Paper: WP05/2002, 08.04.2004)

Optimal Contract Currencies and Exchange Rate Policy

National Bank of Denmark (Danmarks Nationalbank) Working papers [View] (Paper: WP03/2002, 08.04.2004)

The Intraday Liquidity Management Game

National Bank of Denmark (Danmarks Nationalbank) Working papers [View] (Paper: WP02/2002, 08.04.2004)