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The term structure of interest rates in a DSGE model

Working Paper N° 88

The determinants of stock and bond return comovements

Working Paper N° 119

Information in the yield curve: A Macro-Finance approach

Working Paper N° 254

A macro-financial analysis of the euro area sovereign bond market

Working Paper N° 259

Causes and implications of the low level of the risk-free interest rate

Central bank rates, market rates and retail bank rates in the euro area in the context of the recent crisis

Financial integration and fragmentation in the euro area

Decomposition of the dynamics of sovereign yield spreads in the euro area