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Understanding asset prices, и . 34, Basel, Bank for Internat. Settlements, (2007)Estimating the implied distribution of the future short term interest rate using the Longstaff-Schwartz model. Working paper series / European Central Bank European Central Bank, Frankfurt am Main, (2000)Interpreting implied risk-neutral densities, и . Working paper series / European Central Bank European Central Bank, Frankfurt am Main, (2003)A joint econometric model of macroeconomic and term-structure dynamics, , и . Journal of Econometrics, 131 (1-2): 405--444 (00 2006)