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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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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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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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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