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Bikbov, Ruslan and Chernov, Mikhail (2013) Monetary policy regimes and the term structure of interest rates. Journal of econometrics, 174 (1). pp. 27-43. ISSN 0304-4076
Buiter, Willem H. and Sibert, Anne C. (2007) Deflationary bubbles. Macroeconomic Dynamics, 11 (4). pp. 431-454. ISSN 1365-1005
Espinoza, Raphael A., Goodhart, Charles and Tsomocos, Dimitrios P. (2007) Endogenous state prices, liquidity, default, and the yield curve. Discussion paper, 583. Financial Markets Group, London School of Economics and Political Science, London, UK.
Goodhart, Charles and Lim, Wen Bin (2011) Interest rate forecasts: a pathology. International journal of central banking, 7 (2). pp. 135-171. ISSN 1815-4654
Greenwood, Robin and Vayanos, Dimitri (2010) Price pressure in the government bond market. American economic review, 100 (2). pp. 585-590. ISSN 0002-8282
Guibaud, Stéphane, Nosbusch, Yves and Vayanos, Dimitri (2013) Bond market clienteles, the yield curve, and the optimal maturity structure of government debt. Review of financial studies, Online . ISSN 0893-9454 (In Press)
Leblanc, B., Renault, Olivier and Scaillet, O. (2000) A correction note on the first passage time of an Ornstein-Uhlenbeck process to a boundary. Finance and stochastics, 4 (1). pp. 109-111. ISSN 0949-2984
Montoro, Carlos (2007) Monetary policy committees and interest rate smoothing. CEPDP, 780. Centre for Economic Performance, London School of Economics and Political Science, London, UK. ISBN 0753019973
Mueller, Philippe, Vedolin, Andrea and Yen, Yu-Min (2011) Bond variance risk premia. . (Unpublished)
Mueller, Philippe, Vedolin, Andrea and Zhou, Hao (2011) Short-run bond risk premia. . (Unpublished)
Piketty, Thomas (1992) Imperfect capital markets and persistence of initial wealth inequalities. TE, 255. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.
Rosa, Carlo and Verga, Giovanni (2005) The importance of the wording of the ECB. CEPDP, 694. Centre for Economic Performance, London School of Economics and Political Science, London, UK. ISBN 0753018756