A two-factor model of the German term structure of interest rates [PDF]
In this paper we show that a two-factor constant volatility model provides an adequate description of the dynamics and shape of the German term structure of interest rates from 1972 up to 1998.
Barros Luís, Jorge, Cassola, Nuno
core
E43 Evidence of pressure-independent effects on arterial wall structure through the measurement of isobaric compliance in hypertension [PDF]
, 1997 J DIEGOESPINOSA
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The Relationship between Fuzzy Reasoning and Its Temporal Characteristics for Knowledge Management [PDF]
The knowledge management systems based on artificial reasoning (KMAR) tries to provide computers the capabilities of performing various intelligent tasks for which their human users resort to their knowledge and collective intelligence.
Daniela Sarpe, Vasile Mazilescu
core
Deposit interest rate pass-through in Central and Eastern European countries before and after 2021
Central Bank ReviewThe study analyzes interest rate pass-through for household and corporate deposits in specific markets in the Central and Eastern European (CEE) region, with a focus on the tightening cycle that began in mid-2021. This period is of particular interest to
Gábor Hajnal +3 more
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Sovereign spreads and financial market behavior before and during the crisis [PDF]
, 2014 JEL: C23, E43, E62, F34, G01, G12, H60This paper aims at shedding some light on the mechanisms of pricing the EMU countries’ sovereign bonds in financial markets.
Gajewski, Paweł
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2025 ACVIM Forum Research Abstract Program
Journal of Veterinary Internal Medicine, Volume 39, Issue 6, November/December 2025.
wiley +1 more source
Introduction to satellite communication, Bruce R. Elbert, Artech House. Norwood, MA, 1987 (TK 5104 E43 1987 880080). No. of pages: 468. Price: £48 [PDF]
, 1988 openalex +1 more source
Représentation VAR et test de la théorie des anticipations de la structure par terme. [PDF]
This paper deals with the implications of the expectations hypothesis of the term structure on the dynamics of interest rates, which are supposed to have a restricted VAR representation.
Jondeau, E.
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Investigating time-variation in the marginal predictive power of the yield spread [PDF]
We use Bayesian time-varying parameters VARs with stochastic volatility to investigate changes in the marginal predictive content of the yield spread for output growth in the United States and the United Kingdom, since the Gold Standard era, and in the ...
Benati, Luca, Goodhart, Charles
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Informe de resultats: Línia E43
, 2018 Estudis d'aforament per conèixer la distribució del passatge en diverses línies d'autobús de l'AMB, mitjançant l'obtenció d'una matriu origen-destinació per parades i la distribució del passatge per parades, per períodes horaris i per utilització de títols, així com la velocitat comercial i el compliment dels horaris teòrics establerts i els ...
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