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Bond Yield Compression in the Countries Converging to the Euro
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References

  • 1989The federal funds rate and the channels of monetary transmission2,833 cited
  • 1991The Term Structure as a Predictor of Real Economic Activity1,739 cited
  • 2003Forecasting Volatility in Financial Markets: A Review1,373 cited
  • 1990The Federal Funds Rate and the Channels of Monetary Transnission658 cited
  • 2003Yield spreads on EMU government bonds580 cited
  • 2004Risk and Volatility: Econometric Models and Financial Practice554 cited
  • 1997The predictive power of the term structure of interest rates in Europe and the United States: Implications for the European Central Bank537 cited
  • 1990Term-structure forecasts of interest rates, inflation and real returns444 cited
  • 2012Sovereign risk premiums in the European government bond market432 cited
  • 2004Global transmission of interest rates: monetary independence and currency regime333 cited
  • 1989The Information in the Longer Maturity Term Structure about Future Inflation256 cited
  • 2003The Euro-area Financial System: Structure, Integration, and Policy Initiatives241 cited
  • 2004Sovereign Risk Premia in the European Government Bond Market227 cited
  • 1990The Information in the Longer Maturity Term Structure About Future Inflation209 cited
  • 1993

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The Integration of World Capital Markets
107 cited
  • 2003Global Transmission of Interest Rates: Monetary Independence and Currency Regime99 cited
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