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Estimating the German term structure. (1997). Schich, Sebastian T..
In: Discussion Paper Series 1: Economic Studies.
RePEc:zbw:bubdp1:199704e.

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  1. Banks net interest margin and changes in the term structure. (2023). Heckmann-Draisbach, Lotta ; Memmel, Christoph.
    In: Discussion Papers.
    RePEc:zbw:bubdps:112023.

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  2. Why are interest rates on bank deposits so low?. (2021). Memmel, Christoph ; Busch, Ramona .
    In: Discussion Papers.
    RePEc:zbw:bubdps:462021.

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  3. Comparing different methods for the estimation of interbank intraday yield curves. (2018). Demertzidis, Anastasios ; Jeleskovic, Vahidin.
    In: MAGKS Papers on Economics.
    RePEc:mar:magkse:201839.

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  4. Banks interest rate risk and profitability in a prolonged environment of low interest rates. (2018). Chaudron, Raymond.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:89:y:2018:i:c:p:94-104.

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  5. Bank profitability and risk taking in a prolonged environment of low interest rates: a study of interest rate risk in the banking book of Dutch banks. (2016). Chaudron, Raymond.
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:526.

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  6. Pricing anomaly at the first sight: same borrower in different currencies faces different credit spreads—an explanation by means of a quanto option. (2015). Stockl, Stefan ; Rudolph, David ; Rathgeber, Andreas.
    In: Review of Derivatives Research.
    RePEc:kap:revdev:v:18:y:2015:i:2:p:107-143.

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  7. Limits to arbitrage and the term structure of bond illiquidity premiums. (2015). Schuster, Philipp ; Uhrig-Homburg, Marliese.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:57:y:2015:i:c:p:143-159.

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  8. The term structure of bond market liquidity conditional on the economic environment: An analysis of government guaranteed bonds. (2012). .
    In: Working Paper Series in Economics.
    RePEc:zbw:kitwps:45.

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  9. Einflussfaktoren auf den Credit Spread von Unternehmensanleihen. (2008). Laut, Amelie ; Gann, Philipp .
    In: Discussion Papers in Business Administration.
    RePEc:lmu:msmdpa:4231.

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  10. Razvitost slovenskega trga dolžniškega kapitala in ocenitev krivulje donosnosti. (2006). Grum, Andraž.
    In: MPRA Paper.
    RePEc:pra:mprapa:4876.

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  11. Modelling the Yield Curve with Orthonormalised Laguerre Polynomials: A Consistent Cross-Sectional and Inter-Temporal Approach. (2003). Krippner, Leo.
    In: Working Papers in Economics.
    RePEc:wai:econwp:03/02.

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  12. Modelling the Yield Curve with Orthonomalised Laguerre Polynomials: An Intertemporally Consistent Approach with an Economic Interpretation. (2003). Krippner, Leo.
    In: Working Papers in Economics.
    RePEc:wai:econwp:03/01.

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  13. Is the European Central Bank (and the United States Federal Reserve) predictable?. (2002). Perez Quiros, Gabriel ; Perezquiros, Gabriel ; Sicilia, Jorge .
    In: Working Papers.
    RePEc:bde:wpaper:0229.

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  14. Exponentials, Polynomials, and Fourier Series: More Yield Curve Modelling at the Bank of Canada. (2002). Bolder, David ; Gusba, Scott.
    In: Staff Working Papers.
    RePEc:bca:bocawp:02-29.

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  15. The German political business cycle: money demand rather than monetary policy. (2001). Woitek, Ulrich ; Berger, Helge.
    In: European Journal of Political Economy.
    RePEc:eee:poleco:v:17:y:2001:i:3:p:609-631.

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  16. Interest rate spreads as predictors of German inflation and business cycles. (2000). Seitz, Franz ; Lahiri, Kajal ; Ivanova, Detelina.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:16:y:2000:i:1:p:39-58.

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  17. The information content of the German term structure regarding inflation. (1999). Schich, Sebastian T..
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:9:y:1999:i:4:p:385-395.

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References

References cited by this document

  1. Anderson, N., Breedon, F., Deacon, M., Deny, A., and Murphy, G. (1997), Estimating and Interpreting the Yield Curve, John Wiley & Sons, New York.
    Paper not yet in RePEc: Add citation now
  2. llmanen, A. (1995), "Overview ofForward Rate Analysis - Understanding the Yield Curve: Part I", Port/olio Strategies, Salomon Brothers United States Fixed Income Research, May.
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  3. Nelson, C.R. and Siegel, A.F. (1987), "Parsimonious Modeling of Yield Curves", Journal 01Business, 60, 4, pages 473 to 489.

  4. Ricart, R. and Sicsic, P. (1995), "Estimating the Term Structure of Interest Rates from French Data", Banque de France Bulletin Digest, 22, October, pages 47 to 50.
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  5. Schaefer, S.M. (1977), "The Problem with Redemption Yields", Financial Analysts Journal 33, JulylAugust.
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  6. Schieh, S.T. (1996), Alternative specifications of the German term structure and its information content regarding inflation, Discussion paper 8/96, Economic Research Group ofthe Deutsche Bundesbank, October.
    Paper not yet in RePEc: Add citation now

  7. Shiller, R.J. (1990), "The Term Structure of Interest Rates", chapter 13 of Handbook 01 Monetary Economics, Vol. 1, B.M. Friedman F.H. Hahn (eds.), Elsevier Science Publishers, pages 629 to 672.

  8. Steeley, J.M. (1991), "Estimating the Gilt-edged Term Structure: Basis Splines and Confidence Intervals", Journal 01Business, Finance and Accounting 18 (4), June, pages 512 to 529.
    Paper not yet in RePEc: Add citation now

  9. Svensson, L.E.O. (1994), "Estimating and Interpreting Forward Interest Rates: Sweden 1992-1994", IMF working paper WP/94/114, September.

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  2. Why do emerging economies borrow short term?. (2011). Schmukler, Sergio ; Lorenzoni, Guido ; Broner, Fernando.
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  4. Analyzing the Term Structure of Interest Rates using the Dynamic Nelson-Siegel Model with Time-Varying Parameters. (2007). van der Wel, Michel ; Koopman, Siem Jan ; Max I. P. Mallee, .
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