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A Comment on Wu and Xia (2016)...
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Krippner, Leo
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ECONIS (ZBW)
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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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2
Will the real eigensystem VAR please stand up? : a univariate primer
Krippner, Leo
-
2019
Persistent link: https://www.econbiz.de/10012223627
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3
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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4
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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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
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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:
7
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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8
Measuring the stance of monetary policy in zero lower bound environments
Krippner, Leo
-
2012
Persistent link: https://www.econbiz.de/10009575327
Saved in:
9
A theoretical foundation for the Nelson and Siegel class of yield curve models
Krippner, Leo
-
2012
Persistent link: https://www.econbiz.de/10009561195
Saved in:
10
Modifying Gaussian term structure models when interest rates are near the zero lower bound
Krippner, Leo
-
2012
Persistent link: https://www.econbiz.de/10009561215
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