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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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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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A yield curve perspective on uncovered interest parity
Krippner, Leo (contributor) - 2006
Persistent link: https://www.econbiz.de/10003414329
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A theoretically consistent version of the Nelson and Siegel class of yield curve models
Krippner, Leo - In: Applied mathematical finance 13 (2006) 1, pp. 39-59
Persistent link: https://www.econbiz.de/10003320038
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A new framework for yield curve, output and inflation relationships
Krippner, Leo (contributor) - 2005
Persistent link: https://www.econbiz.de/10003224663
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Specifying and estimating vector autoregressions using their eigensystem representation
Krippner, Leo - In: Economics letters 241 (2024), pp. 1-4
Persistent link: https://www.econbiz.de/10015078238