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1. Natural Capital and Sovereign Bonds. (2021). Wang, Dieter.
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2. Interest Rate Term Structure Decomposition: An Axiomatic. (2019). Barnard, Brian.
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3. The causal relationship between short- and long-term interest rates: an empirical assessment of the United States. (2019). Deleidi, Matteo ; Levrero, Enrico Sergio.
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4. YIELD CURVE IN BOSNIA AND HERZEGOVINA: FINANCIAL AND MACROECONOMIC FRAMEWORK. (2018). Baskot, Bojan ; Mikerevic, Dejan ; Orsag, Silvije.
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5. Impact of QE on European sovereign bond market. (2017). Martin, Franck ; Zhang, Jiangxingyun.
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6. Modelling European sovereign bond yields with international portfolio effects. (2017). Martin, Franck ; Zhang, Jiangxingyun .
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7. Interest parity, cointegration, and the term structure: Testing in an integrated framework. (2016). Kouretas, Georgios ; Georgoutsos, Dimitris.
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8. Price transmission in the unsecured money market. (2015). Rainone, Edoardo .
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9. Testing information diffusion in the decentralized unsecured market for euro funds. (2015). Rainone, Edoardo .
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10. Nominal interest rates and stationarity. (2013). MacDonald, Ronald ; Kim, Hyunsok ; cerrato, mario.
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11. The term structure of interest rates, the expectations hypothesis and international financial integration: Evidence from Asian economies. (2011). Panagiotidis, Theodore ; Otero, Jesus ; Holmes, Mark.
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12. International term structure of interest rates in the Euro area. (2009). Hamori, Shigeyuki.
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13. Currency Carry Trade Regimes: Beyond the Fama Regression. (2009). Clarida, Richard ; Davis, Josh ; Pedersen, Niels .
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14. Currency carry trade regimes: Beyond the Fama regression. (2009). Clarida, Richard ; Davis, Josh ; Pedersen, Niels .
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15. Endogenous state prices, liquidity, default, and the yield curve. (2007). Tsomocos, Dimitrios ; Espinoza, Raphael ; Goodhart, Charles.
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16. The Information in Long-Maturity Forward Rates: Implications for Exchange Rates and the Forward Premium Anomaly. (2005). Boudoukh, Jacob ; Whitelaw, Robert ; Richardson, Matthew.
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17. The influence of macroeconomic news on term and quality spreads. (2005). Simpson, Marc W. ; Ramchander, Sanjay ; Chaudhry, Mukesh K..
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18. Asset Prices and Exchange Rates. (2004). Rigobon, Roberto ; Pavlova, Anna.
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19. UN CONTRASTE ALTERNATIVO DE LA HIPÓTESIS DE LAS EXPECTATIVAS EN SWAPS DE TIPOS DE INTERÉS. (2003). Romero, Pilar Abad .
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20. Uncovered Interest Rate Parity and the Term Structure. (2002). Xing, Yuhang ; Wei, Min ; Bekaert, Geert.
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21. Monetary policy implications of volatility linkages among long-term interest rates. (2000). laopodis, nikiforos.
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22. The Expectations Hypothesis of the Term Structure: The Case of Ireland. (2000). Bredin, Don ; Cuthbertson, Keith.
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23. Die Kapitalmarktzinsen in Deutschland und den USA: Wie eng ist der Zinsverbund? Eine Anwendung der multivariaten Kointegrationsanalyse. (1999). Kremer, Manfred.
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24. Excess long real rate volatility. (1999). Smoluk, H. J..
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25. Domestic variance and international comovement bonds tests of interest rates. (1999). Smoluk, H. J..
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26. International Home Bias in International Finance and Business Cycles. (1998). Lewis, Karen K..
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27. Risk and International Parity Conditions: A Synthesis from Consumption Based Models. (1997). Chiang, Thomas ; JOSÉ A. TRINIDAD, .
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28. On risk, rationality and the predictive ability of European short-term adjusted yield spreads. (1997). Wahab, Mahmoud .
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29. Does real interest parity hold at longer maturities?. (1996). Jorion, Philippe.
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30. Reconciling the term structure of interest rates with the consumption-based ICAP model. (1996). Marrinan, Jane ; Canova, Fabio.
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31. The information content of the short end of the term structure of interest rates. (1996). Rossi, Marco .
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32. Financial liberalisation and interest rate risk management in Sub-Saharan Africa. (1995). Naude, Willem .
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33. The Forward Discount Anomaly and the Risk Premium: A Survey of Recent Evidence. (1995). Engel, Charles.
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34. Can Capital Controls Alter the Inflation-Unemployment Tradeoff?. (1995). Razin, Assaf ; Yuen, Chi-Wa .
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35. Term premia comovement in German, Japanese, and U.S. domestic markets. (1995). Popper, Helen.
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36. The duration vector: A continuous-time extension to default-free interest rate contingent claims. (1995). Nawalkha, Sanjay.
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37. Parameter uncertainty and the rational expectations model of the term structure. (1995). Huang, Chao-Hsi ; Ederington, Louis H..
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38. Puzzles in International Financial Markets. (1994). Lewis, Karen K..
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39. Yield curve forecasts of inflation: a cautionary tale. (1994). Blough, Stephen R..
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40. An Indicator of Future Inflation Extracted From the Steepness of the Interest Rate Yield Curve Along Its Entire Length. (1991). Frankel, Jeffrey ; Lown, Cara S..
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41. A Multi-Country Comparison of Term Structure Forecasts at Long Horizons. (1991). Mishkin, Frederic ; Jorion, Philippe.
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42. Coïntégration et structure par terme des taux dintérêt. (1990). Colletaz, Gilbert ; Gourlaouen, Jean-Pierre .
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43. Do Stationary Risk Premia Explain It All? Evidence from the Term Struct. (1990). Evans, Martin ; Lewis, Karen K..
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44. The Term Structure of Interest Rate Differentials in a Target Zone: Theory and Swedish Data. (1990). Svensson, Lars.
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45. Was There a Peso Problem in the U.S. Term Structure of Interest Rates:1979-1982?. (1990). Lewis, Karen K..
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46. Interest rate expectations and the slope of the money market yield curve. (1990). Hahn, Thomas ; Cook, Timothy .
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47. Interpreting Cointegrated Models. (1988). Shiller, Robert ; Campbell, John.
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48. International linkages in the term structure of interest rates. (1988). Tatom, John ; Kool, Clemens ; Clemens J. M. Kool, .
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49. The Dollar and Real Interest Rates. (1987). Clarida, Richard ; Campbell, John.
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50. Indicators of long-term real interest rates. (1984). Pigott, Charles .
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