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Testing the predictive power of New Zealand bank bill futures rates
Krippner, Leo, (1998)
Extracting expectations of New Zealand's official cash rate from the bank-risk yield curve
Krippner, Leo, (2002)
Attributing returns and optimising United States swaps portfolios using an intertemporally-consistent and arbitrage-free model of the yield curve
Krippner, Leo, (2005)