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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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Modifying Gaussian term structure models when interest rates are near the zero lower bound
Krippner, Leo - 2012
Persistent link: https://www.econbiz.de/10009561460
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Forecasting New Zealand's economic growth using yield curve information
Krippner, Leo; Thorsrud, Leif Anders - 2009
Persistent link: https://www.econbiz.de/10003954493
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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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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
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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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Estimating and applying autoregression models via their eigensystem representation
Krippner, Leo - 2023
Persistent link: https://www.econbiz.de/10014432302
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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