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~institution:"Reserve Bank of New Zealand"
~subject:"Yield curve"
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Yield curve
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Reserve Bank of New Zealand
National Bureau of Economic Research
269
Centre for Analytical Finance <Århus>
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Federal Reserve Bank of San Francisco
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Ekonomiska forskningsinstitutet <Stockholm>
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Rodney L. White Center for Financial Research
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Banco Central do Brasil
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Springer Fachmedien Wiesbaden
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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Center for Economic Analysis <Boulder, Colo.>
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Center for Financial Studies
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Department of Economics, University of Pennsylvania
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Goethe-Universität Frankfurt am Main
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A theoretical foundation for the Nelson and Siegel class of yield curve models
Krippner, Leo
-
2009
Persistent link: https://www.econbiz.de/10003954415
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2
Multi-period fixed-rate loans, housing and monetary policy in small open economies
Beneš, Jaromír
;
Lees, Kirdan
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2010
Persistent link: https://www.econbiz.de/10008667492
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3
Modifying Gaussian term structure models when interest rates are near the zero lower bound
Krippner, Leo
-
2012
Persistent link: https://www.econbiz.de/10009561460
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