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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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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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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
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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 and Siegel class of yield curve models
Krippner, Leo - 2012
Persistent link: https://www.econbiz.de/10009561195
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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/10009561215
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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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Modifying Gaussian term structure models when interest rates are near the zero lower bound
Krippner, Leo - 2011
Persistent link: https://www.econbiz.de/10009405654
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Connecting the dots : a yield curve perspective on New Zealand's interest rates
Krippner, Leo - In: Reserve Bank of New Zealand bulletin 73 (2010) 3, pp. 5-19
Persistent link: https://www.econbiz.de/10009348842
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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