| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Primer on Financial Contagion |
1 |
2 |
5 |
1,183 |
2 |
6 |
19 |
2,281 |
| A specification analysis of discrete-time no-arbitrage term structure models with observable and unobservable factors |
0 |
0 |
1 |
64 |
0 |
0 |
2 |
170 |
| An analysis of objective inflation expectations and inflation risk premia |
1 |
2 |
6 |
34 |
1 |
3 |
16 |
56 |
| An assessment of recent trends in market-based expected iflation in the euro area |
0 |
1 |
2 |
31 |
0 |
2 |
5 |
71 |
| Bond risk premia, macroeconomic fundamentals and the exchange rate |
0 |
0 |
0 |
178 |
0 |
1 |
3 |
475 |
| Bond risk premia, macroeconomic fundamentals and the exchange rate |
0 |
0 |
0 |
127 |
0 |
0 |
0 |
352 |
| Can option smiles forecast changes in interest rates? An application to the US, the UK and the euro area |
0 |
0 |
3 |
175 |
0 |
0 |
6 |
559 |
| Canonical term-structure models with observable factors and the dynamics of bond risk premiums |
0 |
0 |
0 |
146 |
0 |
0 |
1 |
490 |
| Correlation Analysis of Financial Contagion: What One Should Know Before Running a Test |
0 |
1 |
1 |
5 |
0 |
1 |
4 |
32 |
| Correlation Analysis of Financial Contagion: What One Should Know Before Running a Test |
0 |
0 |
0 |
814 |
0 |
0 |
1 |
2,409 |
| Correlation Analysis of Financial Contagion: What One Should Know before Running a Test |
0 |
0 |
0 |
172 |
3 |
5 |
9 |
675 |
| Decomposing euro area sovereign spreads: credit, liquidity and convenience |
0 |
0 |
0 |
63 |
0 |
0 |
5 |
146 |
| Expected inflation and inflation risk premium in the euro area and in the United States |
0 |
1 |
1 |
112 |
0 |
1 |
2 |
333 |
| Fiscal Policy and Macroeconomic Imbalances |
0 |
0 |
1 |
107 |
0 |
1 |
10 |
740 |
| Forecaster heterogeneity, surprises and financial markets |
1 |
2 |
3 |
72 |
1 |
2 |
5 |
192 |
| Macroeconomic and monetary policy surprises and the term structure of interest rates |
0 |
0 |
1 |
73 |
0 |
0 |
2 |
178 |
| Macroeconomics determinants of the correlation between stocks and bonds |
0 |
1 |
4 |
149 |
0 |
2 |
7 |
483 |
| Monetary policy surprises over time |
0 |
0 |
0 |
101 |
0 |
2 |
5 |
204 |
| Nearly exact Bayesian estimation of non-linear no-arbitrage term structure models |
0 |
0 |
3 |
63 |
0 |
0 |
5 |
114 |
| Pure or wake-up-call contagion? Another look at the EMU sovereign debt crisis |
0 |
0 |
0 |
139 |
0 |
1 |
5 |
447 |
| Real term structure and inflation compensation in the euro area |
0 |
0 |
0 |
29 |
0 |
0 |
3 |
145 |
| Single Market Emu and Widening. Responses to Three Institutional Shocks in the European Community |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
111 |
| Some Contagion, Some Interdependence: More Pitfalls in Tests of Financial Contagion |
0 |
1 |
1 |
534 |
0 |
2 |
2 |
1,193 |
| Sovereign spreads and economic fundamentals: an econometric analysis |
0 |
1 |
2 |
33 |
1 |
2 |
8 |
63 |
| Stock Values and Fundamentals: Link or Irrationality? |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
1,382 |
| Stock Values and Fundamentals; Link or Irrationality? |
0 |
0 |
0 |
77 |
0 |
1 |
1 |
327 |
| The CAPM and the risk appetite index; theoretical differences and empirical similarities |
0 |
0 |
2 |
520 |
0 |
0 |
4 |
1,545 |
| The Impact of News on the Exchange Rate of the Lira and Long-Term Interest Rates |
0 |
0 |
0 |
83 |
0 |
0 |
1 |
314 |
| Understanding policy rates at the zero lower bound: insights from a Bayesian shadow rate model |
0 |
0 |
0 |
99 |
0 |
0 |
1 |
187 |
| Total Working Papers |
3 |
12 |
36 |
5,183 |
8 |
32 |
132 |
15,674 |
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