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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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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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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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Measuring the stance of monetary policy in conventional and unconventional environments
Krippner, Leo - 2014
Persistent link: https://www.econbiz.de/10010244622
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Measuring the stance of monetary policy in zero lower bound environments
Krippner, Leo - In: Economics letters 118 (2013) 1, pp. 135-138
Persistent link: https://www.econbiz.de/10009706849
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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/10009561215