1. Real exchange rate volatility, financial crises and nominal exchange regimes. (2012). Sosvilla-Rivero, Simon ; Morales-Zumaquero, Amalia.
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2. Inflation Convergence and the New Keynesian Phillips Curve in the Czech Republic. (2011). Fidrmuc, Jarko ; Daniskova, Katarina ; Danikova, Katarina .
   In: Czech Economic Review.
   RePEc:fau:aucocz:au2011_099.

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3. What Explains Nominal Exchange Rate Volatility? Evidence from the Latin American Countries. (2010). Grydaki, Maria ; Fountas, Stilianos.
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   RePEc:mcd:mcddps:2010_10.

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4. The political economy of fixed exchange rate regimes: The experience of post-communist countries. (2010). Bodea, Cristina.
   In: European Journal of Political Economy.
   RePEc:eee:poleco:v:26:y:2010:i:2:p:248-264.

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5. Exchange Rate Risk and Convergence to the Euro. (2005). Orlowski, Lucjan.
   In: Macroeconomics.
   RePEc:wpa:wuwpma:0501034.

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6. Contagion Across and Integration of Central and Eastern European Stock Markets: Evidence from Intraday Data. (2005). Kočenda, Evžen ; Égert, Balázs ; Egert, Balazs.
   In: William Davidson Institute Working Papers Series.
   RePEc:wdi:papers:2005-798.

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7. Targeting Relative Inflation Forecast as Monetary Policy Framework for Adopting the Euro. (2005). Orlowski, Lucjan.
   In: William Davidson Institute Working Papers Series.
   RePEc:wdi:papers:2005-754.

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8. Trade integration and synchronization of shocks. (2005). Babecký, Jan.
   In: The Economics of Transition.
   RePEc:bla:etrans:v:13:y:2005:i:1:p:105-138.

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9. Components of volatility and their empirical measures: a note. (2004). Mukherjee, Paramita ; Coondoo, Dipankor.
   In: Applied Financial Economics.
   RePEc:taf:apfiec:v:14:y:2004:i:18:p:1313-1318.

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1. Forecasts of U.S. short-term interest rates: a flexible forecast combination approach. (2007). Guidolin, Massimo ; Timmerman, Allan.
   In: Working Papers.
   RePEc:fip:fedlwp:2005-059.

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2. Affine Macroeconomic Models of the Term Structure of Interest Rates: The US Treasury Market 1961-99. (2006). Spencer, Peter.
   In: Discussion Papers.
   RePEc:yor:yorken:04/16.

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3. Are feedback factors important in modelling financial data?. (2006). Veiga, Helena.
   In: DES - Working Papers. Statistics and Econometrics. WS.
   RePEc:cte:wsrepe:ws060101.

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4. The Dynamics of the Short-Term Interest Rate in the UK. (2005). Bernales, Alejandro ; Beuermann, Diether ; Antoniou, Antonios.
   In: Finance.
   RePEc:wpa:wuwpfi:0512029.

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5. ESTIMATING SINGLE FACTOR JUMP DIFFUSION INTEREST RATE MODELS. (2005). Sorwar, Ghulam.
   In: Computing in Economics and Finance 2005.
   RePEc:sce:scecf5:56.

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6. Discounting the distant future: How much does model selection affect the certainty equivalent rate?. (2005). Pantelidis, Theologos ; Panopoulou, Ekaterini ; Koundouri, Phoebe ; Groom, Ben.
   In: Economics Department Working Paper Series.
   RePEc:may:mayecw:n1480105.

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7. A Simple Approach to the Parametric Estimation of Potentially Nonstationary Diffusions. (2005). Phillips, Peter ; Bandi, Federico M..
   In: Cowles Foundation Discussion Papers.
   RePEc:cwl:cwldpp:1522.

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8. Towards a Joint Characterization of Monetary Policy and the Dynamics of the Term Structure of Interest Rates. (2004). Fendel, Ralf.
   In: Discussion Paper Series 1: Economic Studies.
   RePEc:zbw:bubdp1:2290.

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9. Calibration of Interest Rate Models - Transition Market Case. (2004). Vojtek, Martin.
   In: Finance.
   RePEc:wpa:wuwpfi:0410015.

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10. On the Small Sample Properties of Dickey Fuller and Maximum Likelihood Unit Root Tests on Discrete-Sampled Short-Term Interest Rates. (2004). Rodrigues, Paulo ; Rubia, Antonio.
    In: Econometrics.
    RePEc:wpa:wuwpem:0405004.

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11. Nonlinear Term Structure Dependence: Copula Functions, Empirics, and Risk Implications. (2004). Wagner, Niklas ; Junker, Markus ; Szimayer, Alexander.
    In: Econometrics.
    RePEc:wpa:wuwpem:0401007.

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12. Does the Term Spread Play a Role in the Feds Reaction Function? An Empirical Investigation. (2004). Vázquez, Jesús.
    In: Computing in Economics and Finance 2004.
    RePEc:sce:scecf4:52.

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13. Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC. (2004). Zhang, Xibin ; King, Maxwell ; Hyndman, Rob.
    In: Monash Econometrics and Business Statistics Working Papers.
    RePEc:msh:ebswps:2004-9.

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14. Bayesian Analysis of Continuous Time Models of the Australian Short Rate. (2004). Martin, Gael ; Sanford, Andrew D..
    In: Monash Econometrics and Business Statistics Working Papers.
    RePEc:msh:ebswps:2004-11.

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15. The term structure of real rates and expected inflation. (2004). Bekaert, Geert ; Ang, Andrew.
    In: Proceedings.
    RePEc:fip:fedfpr:y:2004:i:mar:x:3.

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16. Regime shifts in a dynamic term structure model of U.S. Treasury bond yields. (2004). Singleton, Kenneth ; Yang, Wei ; Dai, Qiang.
    In: Proceedings.
    RePEc:fip:fedfpr:y:2004:i:mar:x:11.

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17. Does the Term Spread play a role in the FEDs reaction function? An Empirical Investigation. (2004). .
    In: DFAEII Working Papers.
    RePEc:ehu:dfaeii:200402.

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18. Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC. (2004). King, Maxwell ; Hyndman, Rob ; Zhang, Xibin.
    In: Econometric Society 2004 Australasian Meetings.
    RePEc:ecm:ausm04:120.

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19. Switching Regimes in the Term Structure of Interest Rates During U.S. Post-War: A case for the Lucas proof equilibrium?. (2004). Vázquez, Jesús.
    In: Economic Working Papers at Centro de Estudios Andaluces.
    RePEc:cea:doctra:e2004_11.

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20. Market Valuation and Risk Assessment of Canadian Banks. (2004). Yuan, Mingwei ; Liu, Ying ; Papakirykos, Eli .
    In: Staff Working Papers.
    RePEc:bca:bocawp:04-34.

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21. Inference With Non-Gaussian Ornstein-Uhlenbeck Processes for Stochastic Volatility. (2003). Steel, Mark ; Griffin, James E..
    In: Econometrics.
    RePEc:wpa:wuwpem:0201002.

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22. Exchange Rate Regimes and Volatility: Comparison of the Snake and Visegrad. (2003). Valachy, Juraj ; Kočenda, Evžen.
    In: William Davidson Institute Working Papers Series.
    RePEc:wdi:papers:2003-622.

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23. A two-factor model of the German term structure of interest rates. (2003). Luis, Jorge ; Cassola, Nuno.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:13:y:2003:i:11:p:783-806.

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24. Quasi-maximum likelihood estimates of Kiwi short-term interest rate. (2003). Treepongkaruna, Sirimon.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:10:y:2003:i:15:p:937-942.

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25. Bootstrap Specification Tests for Diffusion Processes. (2003). Swanson, Norman ; Corradi, Valentina.
    In: Departmental Working Papers.
    RePEc:rut:rutres:200321.

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26. Does the Black-Scholes formula work for electricity markets? A nonparametric approach. (2003). Hjalmarsson, Erik.
    In: Working Papers in Economics.
    RePEc:hhs:gunwpe:0101.

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27. Itô conditional moment generator and the estimation of short rate processes. (2003). Zhou, Hao.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2003-32.

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28. Nonparametric specification tests for conditional duration models. (2003). Grammig, Joachim ; Fernandes, Marcelo.
    In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
    RePEc:fgv:epgewp:502.

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29. Asset Pricing Under The Quadratic Class. (2002). Wu, Liuren ; Leippold, Markus.
    In: Finance.
    RePEc:wpa:wuwpfi:0207015.

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30. Which Model for the Italian Interest Rates?. (2002). Renò, Roberto ; M. Gentile, R. Reno, ; Dosi, Giovanni ; Castaldi, Carolina.
    In: LEM Papers Series.
    RePEc:ssa:lemwps:2002/02.

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31. Nonlinear Autoregresssive Leading Indicator Models of Output in G-7 Countries. (2002). Vahid, Farshid ; Athanasopoulos, George ; Anderson, Heather.
    In: Monash Econometrics and Business Statistics Working Papers.
    RePEc:msh:ebswps:2002-20.

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32. Switching Regimes in the Term Structure of Interest Rates During U.S. Post-War: A case for the Lucas proof equilibrium?. (2002). .
    In: DFAEII Working Papers.
    RePEc:ehu:dfaeii:200233.

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33. A Non-Parametric Dimension Test of the Term Structure. (2002). Rubio, Gonzalo.
    In: DFAEII Working Papers.
    RePEc:ehu:dfaeii:200201.

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34. An Evaluation of Multi-Factor CIR Models Using LIBOR, Swap Rates, and Cap and Swaption Prices. (2001). Jagannathan, Ravi ; Sun, Steve Guoqiang ; Kaplin, Andrew.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8682.

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35. Gaussian Estimation of Continuous Time Models of the Short Term Interest Rate. (2001). Yu, Jun ; Phillips, Peter.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1309.

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36. A nonparametric dimension test of the term structure. (2001). Gil-Bazo, Javier ; Rubio, Gonzalo.
    In: DEE - Working Papers. Business Economics. WB.
    RePEc:cte:wbrepe:wb012106.

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37. An Asset Allocation Puzzle: Comment. (2001). Portait, Roland ; Jordan, James V. ; Bajeux-Besnainou, Isabelle.
    In: American Economic Review.
    RePEc:aea:aecrev:v:91:y:2001:i:4:p:1170-1179.

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38. On identification of continuous time stochastic processes. (2000). Berkowitz, Jeremy.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2000-07.

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39. Accelerated Asymptotics for Diffusion Model Estimation. (2000). Phillips, Peter ; Bandi, Federico.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:1656.

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40. Structural Breaks in the Cointegrated Vector Autoregressive Model. (2000). Hansen, Peter.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:1240.

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41. Strong Rules for Detecting the Number of Breaks in a Time Series. (2000). Corradi, Valentina ; Altissimo, Filippo.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:0574.

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42. Structural Changes in the Cointegrated Vector Autoregressive Model. (2000). Hansen, Peter.
    In: Working Papers.
    RePEc:bro:econwp:2000-20.

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43. Nonparametric Estimation of Multifactor Continuous Time Interest-Rate Models. (1999). Downing, Christopher T..
    In: Computing in Economics and Finance 1999.
    RePEc:sce:scecf9:111.

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44. A Multifactor, Nonlinear, Continuous-Time Model of Interest Rate Volatility. (1999). Richardson, Matthew ; Boudoukh, Jacob.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7213.

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45. A Multifactor, Nonlinear, Continuous-Time Model of Interest Rate Volatility. (1999). Whitelaw, Robert ; Stanton, Richard ; Richardson, Matthew ; Boudoukh, Jacob.
    In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
    RePEc:fth:nystfi:99-042.

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46. Uncovering Inflation Expectations and Risk Premiums From Internationally Integrated Financial Markets. (1999). Remolona, Eli ; Fung, Ben.
    In: Staff Working Papers.
    RePEc:bca:bocawp:99-6.

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47. Regime Switches in Interest Rates. (1998). Bekaert, Geert ; Ang, Andrew.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:6508.

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48. A Semi-Parametric Factor Model of Interest Rates and Tests of the Affine Term Structure. (1998). Ng, Serena ; Ghysels, Eric.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:403.

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49. A Semi-Parametric Factor Model of Interest Rates and Tests of the Affine Term Structure. (1997). Ng, Serena ; Ghysels, Eric.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:97s-33.

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50. Specification Tests in the Efficient Method of Moments Framework with Application to the Stochastic Volatility Models. (). Zhang, Harold ; Liu, Ming.
    In: Computing in Economics and Finance 1997.
    RePEc:sce:scecf7:93.

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