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type_genre:"Arbeitspapier"
~isPartOf:"Working paper in economics"
~subject:"Interest rate"
~subject:"Kapitaleinkommen"
~type_genre:"Aufsatz im Buch"
~type_genre:"Sammlung"
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Search: subject_exact:"Internationale Zinsdifferenz"
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Interest rate
Kapitaleinkommen
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Zinsstruktur
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1954-2005
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Krippner, Leo
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Waikato Management School / Department of Economics
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Working paper in economics
Working paper / National Bureau of Economic Research, Inc.
47
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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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2
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
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3
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
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4
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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5
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
Saved in:
6
Modelling the yield curve with orthonormalised Laguerre polynomials : a consistent cross-sectional and inter-temporal approach
Krippner, Leo
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002175059
Saved in:
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