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~isPartOf:"Working paper in economics"
~subject:"Interest rate parity"
~subject:"Kapitaleinkommen"
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Interest rate parity
Kapitaleinkommen
Yield curve
7
Zinsstruktur
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Econometric model
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Ökonometrisches Modell
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1954-2005
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1954-2004
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1998-2004
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Portfolio selection
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Krippner, Leo
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Waikato Management School / Department of Economics
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Working paper in economics
NBER working paper series
39
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Working paper / National Bureau of Economic Research, Inc.
25
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International review of economics & finance : IREF
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Journal of financial and quantitative analysis : JFQA
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Management science : journal of the Institute for Operations Research and the Management Sciences
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The North American journal of economics and finance : a journal of financial economics studies
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Journal of monetary economics
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECB Working Paper
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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A yield curve perspective on uncovered interest parity
Krippner, Leo
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003414329
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2
A new framework for yield curve, output and inflation relationships
Krippner, Leo
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003224663
Saved in:
3
Attributing returns and optimising United States swaps portfolios using an intertemporally-consistent and arbitrage-free model of the yield curve
Krippner, Leo
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003128979
Saved in:
4
Investigating the relationships between the yield curve, output and inflation using an arbitrage-free version of the Nelson and Siegel class of yield curve models
Krippner, Leo
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003129229
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5
An intertemporally-consistent and arbitrage-free version of the Nelson and Siegel class of yield curve models
Krippner, Leo
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003129240
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6
Modelling the yield curve with orthonomalised Laguerre polynomials : an intertemporally consistent approach with an economic interpretation
Krippner, Leo
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002175049
Saved in:
7
Modelling the yield curve with orthonormalised Laguerre polynomials : a consistent cross-sectional and inter-temporal approach
Krippner, Leo
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002175059
Saved in:
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