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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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Measuring the stance of monetary policy in zero lower bound environments
Krippner, Leo (contributor) - 2012
Persistent link: https://www.econbiz.de/10009583122
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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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A tractable framework for zero lower bound Gaussian term structure models
Krippner, Leo - 2013
Persistent link: https://www.econbiz.de/10010188623
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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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Asset markets and monetary policy shocks at the zero lower bound
Claus, Edda; Claus, Iris; Krippner, Leo - 2014
Persistent link: https://www.econbiz.de/10010410299
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The interest rate pass-through in the Euro area during the sovereign debt crisis
Borstel, Julia von; Eickmeier, Sandra; Krippner, Leo - 2015
Persistent link: https://www.econbiz.de/10011500407
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Monetary policy spillovers across the Pacific when interest rates are at the zero lower bound
Claus, Edda; Claus, Iris; Krippner, Leo - 2016
Persistent link: https://www.econbiz.de/10011500499