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~isPartOf:"Working paper in economics"
~subject:"Kapitaleinkommen"
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Kapitaleinkommen
Yield curve
7
Zinsstruktur
7
Capital income
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Econometric model
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Ökonometrisches Modell
6
Estimation
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Schätzung
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USA
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1954-2005
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1954-2004
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Interest rate parity
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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
33
NBER Working Paper
27
Finance and economics discussion series
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Working paper / National Bureau of Economic Research, Inc.
22
Journal of financial economics
21
Journal of banking & finance
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Finance research letters
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International review of economics & finance : IREF
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CESifo working papers
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Journal of international money and finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Research paper series / Swiss Finance Institute
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Journal of economic dynamics & control
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Journal of monetary economics
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The North American journal of economics and finance : a journal of financial economics studies
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The quarterly journal of finance
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CREATES research paper
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Discussion paper
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International journal of finance & economics : IJFE
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Journal of financial markets
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Journal of risk and financial management : JRFM
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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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Applied financial economics
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ECB Working Paper
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Economic modelling
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Journal of international financial markets, institutions & money
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Review of finance : journal of the European Finance Association
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Asia-Pacific journal of financial studies
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ECONIS (ZBW)
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A new framework for yield curve, output and inflation relationships
Krippner, Leo
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003224663
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2
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:
3
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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4
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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5
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:
6
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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