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2. Sovereign Cocos and the Reprofiling of Debt Payments. (2017). Martinez, Leonardo ; Hatchondo, Juan.
   In: 2017 Meeting Papers.
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3. Term Structure of Interest Rates: Macro-Finance Approach. (2016). Stork, Zbynek .
   In: EcoMod2016.
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4. THE CARMA INTEREST RATE MODEL. (2014). Koekebakker, Steen ; Zakamulin, Valeriy ; Benth, Fred Espen ; ANDRESEN, ARNE .
   In: International Journal of Theoretical and Applied Finance (IJTAF).
   RePEc:wsi:ijtafx:v:17:y:2014:i:02:n:s0219024914500083.

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5. Macroeconomic fundamentals and the exchange rate dynamics: A no-arbitrage macro-finance approach. (2014). Li, Junye ; Yin, Weiwei .
   In: Journal of International Money and Finance.
   RePEc:eee:jimfin:v:41:y:2014:i:c:p:46-64.

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6. Fiscal Rules and the Sovereign Default Premium. (2012). Martinez, Leonardo ; Hatchondo, Juan ; Roch, Francisco.
   In: IMF Working Papers.
   RePEc:imf:imfwpa:2012/030.

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7. Fiscal rules and the sovereign default premium. (2012). Roch, Francisco ; Martinez, Leonardo ; Hatchondo, Juan.
   In: Working Paper.
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8. Uncovered interest-rate parity over the past two centuries. (2011). Wu, Liuren ; Lothian, James ; JamesR. Lothian, .
   In: Journal of International Money and Finance.
   RePEc:eee:jimfin:v:30:y:2011:i:3:p:448-473.

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9. A global model of international yield curves: no-arbitrage term structure approach. (2011). Meldrum, Andrew ; Kaminska, Iryna ; Smith, James.
   In: Bank of England working papers.
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10. Term structure forecasting using macro factors and forecast combination. (2010). van Dijk, Dick ; Ravazzolo, Francesco ; De Pooter, Michiel.
    In: Working Paper.
    RePEc:bno:worpap:2010_01.

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11. Macroeconomic releases and the interest rate term structure. (2009). Wu, Liuren ; Lu, Biao.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:56:y:2009:i:6:p:872-884.

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12. Bond pricing when the short-term interest rate follows a threshold process. (2008). Lemke, Wolfgang ; Archontakis, Theofanis .
    In: Quantitative Finance.
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13. Discounting with fat-tailed economic growth. (2008). Gollier, Christian ; Christian, Gollier.
    In: LERNA Working Papers.
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14. Discounting with fat-tailed economic growth. (2008). Gollier, Christian.
    In: Journal of Risk and Uncertainty.
    RePEc:kap:jrisku:v:37:y:2008:i:2:p:171-186.

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15. A No-Arbitrage Analysis of Macroeconomic Determinants of the Credit Spread Term Structure. (2008). Wu, Liuren ; Zhang, Frank Xiaoling.
    In: Management Science.
    RePEc:inm:ormnsc:v:54:y:2008:i:6:p:1160-1175.

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16. Discounting with Fat-Tailed Economic Growth. (2008). Gollier, Christian.
    In: IDEI Working Papers.
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17. An affine macro-finance term structure model for the euro area. (2008). Lemke, Wolfgang.
    In: The North American Journal of Economics and Finance.
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18. A Credit-Banking Explanation of the Equity Premium, Term Premium, and Risk-Free Rate Puzzles. (2008). Scheffel, Eric.
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19. Understanding the real rate conundrum: an application of no-arbitrage finance models to the UK real yield curve. (2008). Kaminska, Iryna ; Joyce, Michael ; Lildholdt, Peter .
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20. Threshold Dynamics of Short‐term Interest Rates: Empirical Evidence and Implications for the Term Structure. (2008). Lemke, Wolfgang ; Archontakis, Theofanis .
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21. Econometric Asset Pricing Modelling.. (2008). Pegoraro, Fulvio ; Monfort, Alain ; Bertholon, H..
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22. A Joint Characterization of German Monetary Policy and the Dynamics of the German Term Structure of Interest Rates. (2008). Fendel, Ralf.
    In: Review of Applied Economics.
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23. Predicting the Term Structure of Interest Rates: Incorporating Parameter Uncertainty, Model Uncertainty and Macroeconomic Information. (2007). van Dijk, Dick ; Ravazzolo, Francesco ; De Pooter, Michiel.
    In: Tinbergen Institute Discussion Papers.
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24. Incomplete markets and the yield curve. (2007). Ragot, Xavier ; le Grand, Francois ; Challe, Edouard.
    In: 2007 Meeting Papers.
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25. Predicting the term structure of interest rates incorporating parameter uncertainty, model uncertainty and macroeconomic information. (2007). van Dijk, Dick ; Ravazzolo, Francesco ; De Pooter, Michiel.
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26. Irving Fisher, Expectational Errors, and the UIP Puzzle. (2007). Mahieu, Ronald ; Lothian, James ; Pownall, Rachel ; Koedijk, Kees ; Campbell, Rachel .
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27. Estimating the term structure of interest rates using penalized splines. (2006). Archontakis, Theofanis ; Krivobokova, Tatyana ; Kauermann, Goran.
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28. Affine term structure models for the foreign exchange risk premium. (2006). Benati, Luca.
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29. Testing for Latent Factors in Models with Autocorrelation and Heteroskedasticity of Unknown Form. (2005). Zemik, Petr ; Gilbert, Scott.
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30. Changing Beliefs and the Term Structure of Interest Rates: Cross-Equation Restrictions with Drifting Parameters. (2005). Cogley, Timothy.
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31. The Consumption-Based Determinants of the Term Structure of Discount Rates. (2005). Gollier, Christian.
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32. How Do Monetary Policy Rules Affect Term Premia?. (2005). Ichiue, Hibiki.
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33. Towards a Joint Characterization of Monetary Policy and the Dynamics of the Term Structure of Interest Rates. (2004). Fendel, Ralf.
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34. The Consumption-Based Determinants of the Term Structure of Discount Rates. (2004). Gollier, Christian.
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35. Why Can the Yield Curve Predict Output Growth, Inflation, and Interest Rates? An Analysis with Affine Term Structure Model. (2004). Ichiue, Hibiki.
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36. On Model Selection and Markov Switching: A Empirical Examination of Term Structure Models with Regime Shifts. (2004). Spagnolo, Fabio ; Sola, Martin ; Kenc, Turalay ; Driffill, Edward.
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37. Why Can the Yield Curve Predict Output Growth, Inflation, and Interest Rates? An Analysis with an Affine Term Structure Model. (2004). Ichiue, Hibiki.
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38. Uncovered Interest Rate Parity Over the Past Two Centuries. (2003). Wu, Liuren ; Lothian, James.
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39. A two-factor model of the German term structure of interest rates. (2003). Luis, Jorge Barros ; Cassola, Nuno.
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40. Term Structure Dynamics in Theory and Reality. (2003). Singleton, Kenneth ; Dai, Qiang.
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41. Time-Consistent No-Arbitrage Models of the Term Structure. (2003). Yaron, Amir ; Brandt, Michael W..
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42. Asset Pricing with Observable Stochastic Discount Factors.. (2002). Wickens, Michael ; Smith, Peter.
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43. The surprise element: jumps in interest rates. (2002). Das, Sanjiv.
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44. Low frequency movements in stock prices: a state space decomposition. (2001). Wohar, Mark ; Balke, Nathan.
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45. Dual income taxation : the choice of the imputed rate of return. (2001). Panteghini, Paolo.
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46. Consumption-leisure choice with habit formation. (2001). Seckin, Aylin.
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47. Nonparametric Estimation of a Multifactor Heath-Jarrow-Morton Model: An Integrated Approach. (2001). Phillips, Peter ; LINTON, OLIVER ; Jeffrey, Andrew ; Nguyen, Thong.
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48. A nonparametric dimension test of the term structure. (2001). Gil-Bazo, Javier ; Rubio, Gonzalo.
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49. Asset Pricing at the Millennium. (2000). Campbell, John.
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50. The Potential Approach to Bond and Currency Pricing. (1999). Wu, Liuren ; Leippold, Markus.
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