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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
)
-
2005
Persistent link: https://www.econbiz.de/10003128979
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2
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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3
An intertemporally-consistent and arbitrage-free version of the Nelson and Siegel class of yield curve models
Krippner, Leo
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contributor
)
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2005
Persistent link: https://www.econbiz.de/10003129240
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4
A yield curve perspective on uncovered interest parity
Krippner, Leo
(
contributor
)
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2006
Persistent link: https://www.econbiz.de/10003414329
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5
A new framework for yield curve, output and inflation relationships
Krippner, Leo
(
contributor
)
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2005
Persistent link: https://www.econbiz.de/10003224663
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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
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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:
8
Estimating and applying autoregression models via their eigensystem representation
Krippner, Leo
-
2023
Persistent link: https://www.econbiz.de/10015414715
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