7
H index
6
i10 index
204
Citations
David Jamieson Bolder : Citation Profile
| RESEARCH PRODUCTION: 1 Articles 13 Papers 2 Books 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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20 years (1998 - 2018). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with David Jamieson Bolder. | Is cited by:
| Cites to:
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Main data
Where David Jamieson Bolder has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Staff Working Papers / Bank of Canada | 11 |
Recent works citing David Jamieson Bolder (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2025 | Term Structure of Interest Rates in Costa Rican Colones (Zero-Coupon Curve): Methodology and Derivation of Forward Rates and the Exchange Risk Premium. (2025). Campos-Quesada, Laura ; Vquez-Rodrguez, Juan Jos ; Ziga-Arias, Isaac. In: Documentos de Trabajo. RePEc:apk:doctra:2508. Full description at Econpapers || Download paper |
| 2025 | Robust Yield Curve Estimation for Mortgage Bonds Using Neural Networks. (2025). Javid, Alireza M ; Molavipour, Sina ; Nechaev, Mikhail ; Ye, Cassie ; Lofdahl, Bjorn. In: Papers. RePEc:arx:papers:2510.21347. Full description at Econpapers || Download paper |
| 2024 | U.S. macroeconomic news and low-frequency changes in bond yields in Canada, Sweden and the U.K.. (2024). Feunou, Bruno ; Sekkel, Rodrigo ; Nongni-Donfack, Morvan ; Xing, Bingxin Ann. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:168:y:2024:i:c:s0378426624001845. Full description at Econpapers || Download paper |
| 2024 | MODELING AND ANALYSIS OF YIELD CURVE AND EXCHANGE RATE FORMATION IN PRO-MARKET MONETARY OPERATIONS. (2024). Mustika, Kusfisiami Wima ; Fista, Geyana Ledy ; Harun, Cicilia Anggadewi ; Sasongko, Aryo ; Safitri, Dila ; Kurniati, Puput ; Larasati, Karanissa ; Dinianyadharani, Aninditha Kemala. In: Working Papers. RePEc:idn:wpaper:wp092024. Full description at Econpapers || Download paper |
Works by David Jamieson Bolder:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2008 | The Canadian Debt-Strategy Model In: Bank of Canada Review. [Full Text][Citation analysis] | article | 7 |
| 2011 | The Canadian Debt-Strategy Model: An Overview of the Principal Elements In: Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
| 1999 | Yield Curve Modelling at the Bank of Canada In: Technical Reports. [Full Text][Citation analysis] | paper | 50 |
| 2001 | Affine Term-Structure Models: Theory and Implementation In: Staff Working Papers. [Full Text][Citation analysis] | paper | 29 |
| 2002 | Towards a More Complete Debt Strategy Simulation Framework In: Staff Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2002 | Exponentials, Polynomials, and Fourier Series: More Yield Curve Modelling at the Bank of Canada In: Staff Working Papers. [Full Text][Citation analysis] | paper | 30 |
| 2003 | A Stochastic Simulation Framework for the Government of Canadas Debt Strategy In: Staff Working Papers. [Full Text][Citation analysis] | paper | 21 |
| 2004 | An Empirical Analysis of the Canadian Term Structure of Zero-Coupon Interest Rates In: Staff Working Papers. [Full Text][Citation analysis] | paper | 35 |
| 2006 | Modelling Term-Structure Dynamics for Risk Management: A Practitioners Perspective In: Staff Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2007 | Optimization in a Simulation Setting: Use of Function Approximation in Debt Strategy Analysis In: Staff Working Papers. [Full Text][Citation analysis] | paper | 13 |
| 2007 | Optimization in a Simulation Setting: Use of Function Approximation in Debt Strategy Analysis.(2007) In: Staff Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
| 2007 | Examining Simple Joint Macroeconomic and Term-Structure Models: A Practitioners Perspective In: Staff Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2008 | Combining Canadian Interest-Rate Forecasts In: Staff Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Combining Canadian Interest Rate Forecasts.(2010) In: Palgrave Macmillan Books. [Citation analysis] This paper has nother version. Agregated cites: 0 | chapter | |
| 1998 | Easing Restrictions on the Stripping and Reconstitution of Government of Canada Bonds In: Staff Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Fixed-Income Portfolio Analytics In: Springer Books. [Citation analysis] | book | 2 |
| 2018 | Credit-Risk Modelling In: Springer Books. [Citation analysis] | book | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team