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The Information Content of the French and German Government Bond Yield Curves: Why Such Differences?
12 references·16 citing·22 second hop
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this work references cited by second hop

References

  • 1992DERIVATIVE ASSET PRICING WITH TRANSACTION COSTS1420 cited
  • 1993Impulse Control Method and Exchange Rate270 cited
  • 2005European Integration and the Demand for Broad Money202 cited
  • 1999La modélisation Var "structurel" : application à la politique monétaire en France175 cited
  • 1999Le contenu en information de la pente des taux : application au cas des titres publics français158 cited
  • 2010THE HIGH- AND LOW-RISK ASSET DEMAND OF FRENCH HOUSEHOLDS155 cited
  • 1995Asymmetry in the EMS Revisited: Evidence from the Causality Analysis of Daily Eurorates155 cited
  • 2011Fiscal Policy in the Transition to Monetary Union: A Structural VAR Model151 cited
  • 2011Threat of a Capital Levy, Expected Devaluation and Interest Rates in France During the Interwar Period147 cited
  • 2011Long-Run Causality, with an Application to International Links between Long-Term Interest Rates144 cited
  • 1996Le partage primaire du revenu : un constat descriptif sur longue période142 cited
  • 1992Safety and reliability assessment-an integral approach117 cited

Cited by

  • 2011The Tail Behavior of Stock Returns: Emerging Versus Mature Markets161 cited
  • 2010Leading Indicators of Currency Crises in Emerging Economies144 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 2010Does Correlation between Stock Returns Really Increase During Turbulent Period?144 cited
  • 2010Estimation of a Time Varying NAIRU for France142 cited
  • 2010Testing for a Forward-Looking Phillips Curve: Additional Evidence from European and US Data141 cited
  • 2002Optimal capacity in the banking sector and economic growth141 cited
  • 2010Pitfalls in Investment Euler Equations140 cited
  • 2002Croissance économique et diffusion des TIC : le cas de la France sur longue période (1980-2000)137 cited
  • 2010The Impact of Financial Constraints on Innovation: What Can Be Learned from a Direct Measure?132 cited
  • 2011Testing the Null Hypothesis of Stationarity in Fractionally Integrated Models131 cited
  • 2004Incorporating labour market frictions into an optimising-based monetary policy model125 cited
  • 2010Evaluating Monetary Policy Rules in Estimated Forward-Looking Models: A Comparison of US and German Monetary Policies121 cited
  • 2010Firm Investment and Monetary Policy Transmission in the Euro Area121 cited
  • 2010Conditional Volatility, Skewness, and Kurtosis: Existence and Persistence120 cited
  • 2010Short-Run Assessment of French Economic Activity Using Optim119 cited
  • 2010Is There a Bank Lending Channel in France? Evidence from Bank Panel Data118 cited