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~institution:"Bank of Canada"
~institution:"Federal Reserve Bank of Atlanta"
~person:"Bolder, David Jamieson"
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Bolder, David Jamieson
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Bank of Canada
Federal Reserve Bank of Atlanta
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Combining Canadian Interest-Rate Forecasts
Bolder, David Jamieson
;
Romanyuk, Yuliya
-
Bank of Canada
-
2008
interest
rates
using both yield and macroeconomic data. Following Bolder and Liu (2007), we study alternative implementations …
Persistent link: https://www.econbiz.de/10005536885
Saved in:
2
Modelling Term-Structure Dynamics for Risk Management: A Practitioner's Perspective
Bolder, David Jamieson
-
Bank of Canada
-
2006
adverse movements in
interest
rates
. Model selection from the enormous term-structure literature is far from obvious and, to …
Persistent link: https://www.econbiz.de/10005673342
Saved in:
3
Towards a More Complete Debt Strategy Simulation Framework
Bolder, David Jamieson
-
Bank of Canada
-
2002
Persistent link: https://www.econbiz.de/10005536870
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4
Exponentials, Polynomials, and Fourier Series: More Yield Curve Modelling at the Bank of Canada
Bolder, David Jamieson
;
Gusba, Scott
-
Bank of Canada
-
2002
Persistent link: https://www.econbiz.de/10005673260
Saved in:
5
Affine Term-Structure Models: Theory and Implementation
Bolder, David Jamieson
-
Bank of Canada
-
2001
Affine models describe the stylized time-series properties of the term structure of
interest
rates
in a reasonable …
Persistent link: https://www.econbiz.de/10005808303
Saved in:
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