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An affine multifactor model with macro factors for the German term structure: changing results during the recent crises Arne Halberstadt, Jelena Stapf
932 KB, PDF
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Private debt – status quo, need for adjustment and policy implications Article from the Monthly Report January 2014
266 KB, PDF
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First Joint Deutsche Bundesbank -European Central Bank - Federal Reserve Bank of Chicago Conference on CCP Risk Management Summary of proceedings
136 KB, PDF