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A tractable framework for zero...
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Extracting expectations of New Zealand's official cash rate from the bank-risk yield curve
Krippner, Leo
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2002
Persistent link: https://www.econbiz.de/10001676154
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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
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contributor
)
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2005
Persistent link: https://www.econbiz.de/10003128979
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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
)
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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
Saved in:
5
Estimating and applying autoregression models via their eigensystem representation
Krippner, Leo
-
2023
Persistent link: https://www.econbiz.de/10014432302
Saved in:
6
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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7
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:
8
A tractable framework for zero-lower-bound Gaussian term structure models
Krippner, Leo
-
2013
Persistent link: https://www.econbiz.de/10009788818
Saved in:
9
Measuring the stance of monetary policy in conventional and unconventional environments
Krippner, Leo
-
2014
Persistent link: https://www.econbiz.de/10010244622
Saved in:
10
Efficient Jacobian evaluations for estimating zero lower bound term structure models
Krippner, Leo
-
2014
Persistent link: https://www.econbiz.de/10010244633
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