Access Statistics for Leo Krippner

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Macroeconomic Foundation for the Nelson and Siegel Class of Yield Curve Models 6 19 62 102 12 35 139 194
A New Framework for Yield Curve, Output and Inflation Relationships 2 4 21 170 4 9 60 388
A Yield Curve Perspective on Uncovered Interest Parity 4 12 51 180 15 30 198 690
An Intertemporally-Consistent and Arbitrage-Free Version of the Nelson and Siegel Class of Yield Curve Models 3 6 22 320 4 12 66 810
Attributing Returns and Optimising United States Swaps Portfolios Using an Intertemporally-Consistent and Arbitrage-Free Model of the Yield Curve 1 3 7 87 1 5 29 279
Extracting expectations of New Zealand's Official Cash Rate from the bank-risk yield curve 0 1 5 108 3 7 40 702
Investigating the Relationships between the Yield Curve, Output and Inflation using an Arbitrage-Free Version of the Nelson and Siegel Class of Yield Curve Models 2 4 25 400 5 15 83 1,016
Modelling the Yield Curve with Orthonomalised Laguerre Polynomials: An Intertemporally Consistent Approach with an Economic Interpretation 6 10 40 474 11 26 102 1,351
Modelling the Yield Curve with Orthonormalised Laguerre Polynomials: A Consistent Cross-Sectional and Inter-Temporal Approach 3 10 33 310 16 32 98 925
Testing the predictive power of New Zealand bank bill futures rates 0 1 4 58 3 6 27 560
Total Working Papers 27 70 270 2,209 74 177 842 6,915


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Theoretically Consistent Version of the Nelson and Siegel Class of Yield Curve Models 1 9 33 127 6 15 67 295
Market expectations of the Official Cash Rate 3 3 8 51 6 8 35 200
Total Journal Articles 4 12 41 178 12 23 102 495


Statistics updated 2009-11-04