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Testing the predictive power of New Zealand bank bill futures rates
Krippner, Leo
-
1998
Persistent link: https://www.econbiz.de/10000997313
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2
Connecting the dots : a yield curve perspective on New Zealand's interest rates
Krippner, Leo
- In:
Reserve Bank of New Zealand bulletin
73
(
2010
)
3
,
pp. 5-19
Persistent link: https://www.econbiz.de/10009943123
Saved in:
3
Extracting expectations of New Zealand's official cash rate from the bank-risk yield curve
Krippner, Leo
-
2002
Persistent link: https://www.econbiz.de/10001676154
Saved in:
4
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:
5
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:
6
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:
7
Estimating and applying autoregression models via their eigensystem representation
Krippner, Leo
-
2023
Persistent link: https://www.econbiz.de/10014432302
Saved in:
8
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:
9
Connecting the dots : a yield curve perspective on New Zealand's interest rates
Krippner, Leo
- In:
Reserve Bank of New Zealand bulletin
73
(
2010
)
3
,
pp. 5-19
Persistent link: https://www.econbiz.de/10009348842
Saved in:
10
Modifying Gaussian term structure models when interest rates are near the zero lower bound
Krippner, Leo
-
2011
Persistent link: https://www.econbiz.de/10009405654
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