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~subject:"United Kingdom"
~subject:"USA"
~person:"Krippner, Leo"
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Search: subject_exact:"Erwartungshypothese der Zinsstruktur"
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Krippner, Leo
Rudebusch, Glenn D.
30
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23
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12
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Li, Canlin
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11
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11
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11
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11
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10
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10
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ECONIS (ZBW)
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1
A tractable framework for zero-lower-bound Gaussian term structure models
Krippner, Leo
-
2013
Persistent link: https://www.econbiz.de/10009788818
Saved in:
2
A tractable framework for zero lower bound Gaussian term structure models
Krippner, Leo
-
2013
Persistent link: https://www.econbiz.de/10010188623
Saved in:
3
A theoretical foundation for the Nelson and Siegel class of yield curve models
Krippner, Leo
-
2012
Persistent link: https://www.econbiz.de/10009561195
Saved in:
4
Modifying Gaussian term structure models when interest rates are near the zero lower bound
Krippner, Leo
-
2012
Persistent link: https://www.econbiz.de/10009561215
Saved in:
5
Modifying Gaussian term structure models when interest rates are near the zero lower bound
Krippner, Leo
-
2012
Persistent link: https://www.econbiz.de/10009561460
Saved in:
6
Modifying Gaussian term structure models when interest rates are near the zero lower bound
Krippner, Leo
-
2011
Persistent link: https://www.econbiz.de/10009405654
Saved in:
7
A theoretical foundation for the Nelson and Siegel class of yield curve models, and an empirical application to US yield curve dynamics
Krippner, Leo
-
2010
Persistent link: https://www.econbiz.de/10008771352
Saved in:
8
A theoretical foundation for the Nelson-Siegel class of yield curve models
Krippner, Leo
- In:
Journal of applied econometrics
30
(
2015
)
1
,
pp. 97-118
Persistent link: https://www.econbiz.de/10011327646
Saved in:
9
A theoretical foundation for the Nelson and Siegel class of yield curve models
Krippner, Leo
-
2009
Persistent link: https://www.econbiz.de/10003954415
Saved in:
10
A yield curve perspective on uncovered interest parity
Krippner, Leo
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003414329
Saved in:
11
A new framework for yield curve, output and inflation relationships
Krippner, Leo
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003224663
Saved in:
12
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:
13
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
Saved in:
14
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
Saved in:
15
A theoretically consistent version of the Nelson and Siegel class of yield curve models
Krippner, Leo
- In:
Applied mathematical finance
13
(
2006
)
1
,
pp. 39-59
Persistent link: https://www.econbiz.de/10003320038
Saved in:
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