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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 yield curve perspective on uncovered interest parity
Krippner, Leo (contributor) - 2006
Persistent link: https://www.econbiz.de/10003414329
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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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A macroeconomic foundation for the Nelson and Siegel class of yield curve models
Krippner, Leo - 2008
Persistent link: https://www.econbiz.de/10003857125
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Measuring the stance of monetary policy in zero lower bound environments
Krippner, Leo - 2012
Persistent link: https://www.econbiz.de/10009575327
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A theoretical foundation for the Nelson-Siegel class of yield curve models
Krippner, Leo - In: Journal of applied econometrics 30 (2015) 1, pp. 97-118
Persistent link: https://www.econbiz.de/10011327646
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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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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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A tractable framework for zero-lower-bound Gaussian term structure models
Krippner, Leo - 2013
Persistent link: https://www.econbiz.de/10009788818