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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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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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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
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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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A tractable framework for zero-lower-bound Gaussian term structure models
Krippner, Leo - 2013
Persistent link: https://www.econbiz.de/10009788818
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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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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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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