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An intertemporally-consistent and arbitrage-free version of the Nelson and Siegel class of yield curve models
Krippner, Leo (contributor) - 2005
Persistent link: https://www.econbiz.de/10003129240
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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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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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Faster solutions for black zero lower bound term structure models
Krippner, Leo - 2013
Persistent link: https://www.econbiz.de/10010188944
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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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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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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/10009943123