Leo Krippner : Citation Profile

Australian National University (33% share)
University of Waikato (33% share)
Singapore Management University (34% share)

12

H index

12

i10 index

966

Citations

RESEARCH PRODUCTION:

12

Articles

42

Papers

RESEARCH ACTIVITY:

   26 years (1998 - 2024). See details.
   Cites by year: 37
   Journals where Leo Krippner has often published
   Relations with other researchers
   Recent citing documents: 78.    Total self citations: 31 (3.11 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pkr73
   Updated: 2025-04-12    RAS profile: 2025-01-06    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Leo Krippner.

Is cited by:

GUPTA, RANGAN (78)

Hubert, Paul (49)

Labondance, Fabien (33)

Hülsewig, Oliver (17)

Rudebusch, Glenn (15)

Temesvary, Judit (14)

Creel, Jerome (14)

Mouabbi, Sarah (14)

Feldkircher, Martin (14)

Takats, Elod (14)

Wohar, Mark (13)

Cites to:

Rudebusch, Glenn (46)

Diebold, Francis (45)

Swanson, Eric (24)

Gürkaynak, Refet (23)

Estrella, Arturo (19)

Söderlind, Paul (16)

Svensson, Lars (16)

Singleton, Kenneth (16)

Aruoba, S. Boragan (15)

Christensen, Jens (14)

Mishkin, Frederic (13)

Main data

Production by document typearticlepaper1998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320240510Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published1998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320240204060Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received2001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320242025050100150Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year1998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320240250500750Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 12Most cited documents12345678910111213140200400600Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution201308201309201310201311201312201401201402201403201404201405201406201407201408201409201410201411201412201501201502201503201504201505201506201507201508201509201510201511201512201601201602201603201604201605201606201607201608201609201610201611201612201701201702201703201704201705201706201707201708201709201710201711201712201801201802201803201804201805201806201807201808201809201810201811201812201901201902201903201904201905201906201907201908201909201910201911201912202001202002202003202004202005202006202007202008202009202010202011202012202101202102202103202104202105202106202107202108202109202110202111202112202201202202202203202204202205202206202207202208202209202210202211202212202301202302202303202304202305202306202307202308202309202310202311202312202401202402202403202404202405202406202407202408202409202410202411202412202501202502202503202504051015h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Leo Krippner has published?

Journals with more than one article published# docs
Economics Letters2
Reserve Bank of New Zealand Bulletin2

Working Papers Series with more than one paper published# docs
Discussion Papers / Deutsche Bundesbank2

Recent works citing Leo Krippner (2025 and 2024)

Year  ↓Title of citing document  ↓
2025.

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2024Targeted Taylor rules: some evidence and theory. (). Mojon, Benoit ; Hofmann, Boris ; Manea, Cristina. In: BIS Working Papers. RePEc:bis:biswps:1234.

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2025Geopolitics meets monetary policy: decoding their impact on cross-border bank lending. (2025). Stebunovs, Viktors ; Pradhan, Swapan-Kumar ; Takats, Elod ; Temesvary, Judit. In: BIS Working Papers. RePEc:bis:biswps:1247.

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2024.

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2024Japans Inflation under Global Inflation Synchronization. (2024). Kido, Yosuke ; Fukunaga, Ichiro ; Suita, Kotaro. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp24e04.

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2024Macroprudential Capital Regulation and Fiscal Balances in the Euro Area. (2024). Kolb, Benedikt ; Hülsewig, Oliver ; Hulsewig, Oliver ; Hristov, Nikolay. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10968.

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2024Fiscal Policy and Inflation in the Euro Area. (2024). Ascari, Guido ; Bonam, Dennis ; Smadu, Andra ; Mori, Lorenzo. In: Working Papers. RePEc:dnb:dnbwpp:820.

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2025Institutional investors and house prices. (2025). Ryan, Ellen ; Giuzio, Margherita ; Bandoni, Emil ; de Nora, Giorgia ; Storz, Manuela. In: Working Paper Series. RePEc:ecb:ecbwps:20253026.

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2024Estimation of DSGE models with the effective lower bound. (2024). Strobel, Felix ; Boehl, Gregor. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s0165188923001902.

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2024Monetary policy spillovers among five systemic economies: Evidence from the time and frequency domains. (2024). Li, Youshu ; Zhang, Weiran ; Guo, Junjie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940824000019.

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2024The comovement of bubbles’ responses to monetary policy shocks. (2024). Caraiani, Petre ; Calin, Adrian Cantemir ; Clin, Adrian Cantemir. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001694.

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2024Fintech vs bank credit: How do they react to monetary policy?. (2024). Gambacorta, Leonardo ; De Fiore, Fiorella ; Cornelli, Giulio ; Manea, Cristina. In: Economics Letters. RePEc:eee:ecolet:v:234:y:2024:i:c:s0165176523005013.

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2024Nowcasting the output gap with shadow rates. (2024). Kempa, Bernd ; Dubbert, Tore. In: Economics Letters. RePEc:eee:ecolet:v:236:y:2024:i:c:s0165176524000661.

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2024The impact of the heterogenous fiscal policy stance of euro-area member states on ECB monetary policy. (2024). Jurkas, Linas. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:4:s0939362524000384.

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2024The macroeconomic impact of euro area labor market reforms: evidence from a narrative panel VAR. (2024). Runstler, Gerhard. In: European Economic Review. RePEc:eee:eecrev:v:168:y:2024:i:c:s0014292124001491.

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2024Time-varying relationship between international monetary policy and energy markets. (2024). Sahay, Vinita S ; Adeabah, David ; Abdullah, Mohammad ; Aikins, Emmanuel Joel ; Tiwari, Aviral Kumar. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000471.

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2024Revisiting the relationship between oil supply news shocks and U.S. economic activity: Role of the zero lower bound. (2024). Sardar, Naafey ; Qureshi, Irfan. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001786.

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2024Monetary policy uncertainty and ESG performance across energy firms. (2024). Tiwari, Aviral ; Abakah, Emmanuel ; Sulong, Zunaidah ; Ji, Qiang ; Abdullah, Mohammad ; Aikins, Emmanuel Joel. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004079.

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2024Chinas monetary policy framework and global commodity prices. (2024). Sousa, Ricardo ; Hammoudeh, Shawkat ; Nguyen, Duc Khuong. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324004754.

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2024Monetary policy and uncertainty spillovers: Evidence from a wavelet and frequency connectedness analysis. (2024). Apostolakis, George N ; Giannellis, Nikolaos. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004459.

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2024Macroeconomic impacts of monetary and fiscal policy in the euro area in times of shifting policies: A SVAR approach. (2024). Verbič, Miroslav ; Ok, Mitja ; Puc, Anja ; Rant, Vasja. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004367.

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2024The macroeconomic effects of exchange rate movements in a commodity-exporting developing economy. (2024). Doojav, Gan-Ochir ; Batjargal, Anand ; Purevdorj, Munkhbayar. In: International Economics. RePEc:eee:inteco:v:177:y:2024:i:c:s2110701723000872.

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2024Forecasting international financial stress: The role of climate risks. (2024). Pierdzioch, Christian ; Gupta, Rangan ; del Fava, Santino ; Rognone, Lavinia. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000416.

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2024The impact of demographic change on the natural rate of interest in Japan. (2024). Han, Fei. In: Japan and the World Economy. RePEc:eee:japwor:v:69:y:2024:i:c:s0922142523000634.

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2024Estimating shadow policy rates in a small open economy and the role of foreign factors. (2024). Kirchner, Markus ; Fornero, Jorge ; Molina, Carlos. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001730.

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2024Global supply chain pressures, inflation, and implications for monetary policy. (2024). Smadu, Andra ; Bonam, Dennis ; Ascari, Guido. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000160.

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2024The transmission of U.S. monetary policy to small open economies. (2024). de Simone, Francisco Nadal. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000251.

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2024Macroprudential capital regulation and fiscal balances in the euro area. (2024). Kolb, Benedikt ; Hülsewig, Oliver ; Hulsewig, Oliver ; Hristov, Nikolay. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000615.

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2024Fed and ECB reaction functions during quantitative easing: Three phases of monetary policy, both conventional and unconventional. (2024). Garzon, A J ; Hierro, L A ; Rodriguez-Rodriguez, F J. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:46:y:2024:i:5:p:928-945.

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2024Conventional and unconventional shadow rates and the US state-level stock returns: Evidence from non-stationary heterogeneous panels. (2024). Salisu, Afees ; Cepni, Oguzhan ; Isah, Kazeem O. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:97:y:2024:i:c:s1062976924000966.

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2024Connectedness between (un)conventional monetary policy and islamic and advanced equity markets: A returns and volatility spillover analysis. (2024). Umar, Zaghum ; Teplova, Tamara ; Phiri, Andrew ; Choi, Sun-Yong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:348-363.

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2024The impact of U.S. monetary policy on Chinese firms’ innovation. (2024). Zhou, Zhiguang ; Pei, Tingting ; Feng, Ling. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:1097-1111.

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2024The Federal Reserve’s Quantitative Easing policy and volatility spillovers: Evidence from Australia. (2024). de Mello, Lurion ; Yahyaei, Hamid ; Singh, Abhay. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s1059056024003897.

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2024Monetary policy and currency variance risk premia. (2024). Dossani, Asad. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000813.

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2024International monetary policy and cryptocurrency markets: dynamic and spillover effects. (2022). Sousa, Ricardo ; Elsayed, Ahmed H. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:115305.

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2024How Does Fiscal Policy affect the Transmission of Monetary Policy into Cross-border Bank Lending? Cross-country Evidence. (2024). Temesvary, Judit ; Takats, Elod ; Pradhan, Swapan-Kumar ; Takts, Eld. In: International Finance Discussion Papers. RePEc:fip:fedgif:1400.

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2024Integrating Macroeconomic and Technical Indicators into Forecasting the Stock Market: A Data-Driven Approach. (2024). Ferreira, Paulo ; Iqbal, Sohail ; Aslam, Faheem ; Latif, Saima. In: Economies. RePEc:gam:jecomi:v:13:y:2024:i:1:p:6-:d:1558024.

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2025Predicting Multi-Scale Positive and Negative Stock Market Bubbles in a Panel of G7 Countries: The Role of Oil Price Uncertainty. (2025). Nielsen, Joshua ; Sheng, Xin ; Gupta, Rangan ; van Eyden, Rene. In: Economies. RePEc:gam:jecomi:v:13:y:2025:i:2:p:24-:d:1573116.

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2024MODELING 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.

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2024Monetary Policy in the Euro Area: Active or Passive?. (2024). Albonico, Alice ; Haque, Qazi ; Ascari, Guido. In: Working Papers. RePEc:mib:wpaper:535.

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2025The time-varying impact of uncertainty shocks on the co-movement of regional housing prices of the United Kingdom. (2025). GUPTA, RANGAN ; Cepni, Oguzhan ; Marfatia, Hardik A. In: Palgrave Communications. RePEc:pal:palcom:v:12:y:2025:i:1:d:10.1057_s41599-025-04494-8.

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2025Climate Risks and Predictability of Financial Risks in the US Banking Sector. (2025). GUPTA, RANGAN ; Bouri, Elie ; Polat, Onur ; Caraiani, Petre. In: Working Papers. RePEc:pre:wpaper:202507.

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2025Unraveling Financial Fragility of Global Markets Using Machine Learning. (2025). Ji, Qiang ; Gupta, Rangan ; Plakandaras, Vasilios. In: Working Papers. RePEc:pre:wpaper:202511.

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2024The Differences in Spillover Effects of International Monetary Policy on Southeast Asian Economies. (2024). Thi, Oanh Kim ; Hong, Anh Viet. In: SAGE Open. RePEc:sae:sagope:v:14:y:2024:i:2:p:21582440241259025.

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2025Short-run and Long-run Consequences of Unconventional Monetary Policy in Japan. (2025). Fukuda, Shin-Ichi. In: CIRJE F-Series. RePEc:tky:fseres:2025cf1240.

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2024A Macro-Finance Approach to Exchange Rate Determination. (2010). Tsang, Kwok Ping ; Chen, Yu-Chin . In: Working Papers. RePEc:vpi:wpaper:e07-19.

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2024Rate Cycles. (2024). Kose, Ayhan ; Ha, Jongrim ; Forbes, Kristin. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:10876.

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2024Macroprudential capital regulation and fiscal balances in the euro area. (2024). Kolb, Benedikt ; Hülsewig, Oliver ; Hulsewig, Oliver ; Hristov, Nikolay. In: Discussion Papers. RePEc:zbw:bubdps:284407.

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2024Do Survey Data Help Identify Supply and Demand Shocks in Sign-restricted SVARs?. (2024). Salzmann, Leonard. In: EconStor Preprints. RePEc:zbw:esprep:289576.

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2024Monetary policy and the resilience of the German banking system: From Deutsche Bundesbank to ECB. (2024). Hartl, Tom ; Treitz, Benjamin ; Israel, Karl-Friedrich ; Sepp, Tim Florian. In: Working Papers. RePEc:zbw:leiwps:283608.

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Works by Leo Krippner:

Year  ↓Title  ↓Type  ↓Cited  ↓
2018CONTEMPORARY TOPICS IN FINANCE: A COLLECTION OF LITERATURE SURVEYS In: Journal of Economic Surveys.
[Full Text][Citation analysis]		article0
2013Measuring the stance of monetary policy in zero lower bound environments In: Economics Letters.
[Full Text][Citation analysis]		article418
2012Measuring the stance of monetary policy in zero lower bound environments.(2012) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 418		paper
2012Measuring the stance of monetary policy in zero lower bound environments.(2012) In: Reserve Bank of New Zealand Discussion Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 418		paper
2024Specifying and estimating vector autoregressions using their eigensystem representation In: Economics Letters.
[Full Text][Citation analysis]		article0
2018Asset market responses to conventional and unconventional monetary policy shocks in the United States In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article15
2016The interest rate pass-through in the euro area during the sovereign debt crisis In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article75
2015The interest rate pass-through in the euro area during the sovereign debt crisis.(2015) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 75		paper
2015The interest rate pass-through in the euro area during the sovereign debt crisis.(2015) In: Reserve Bank of New Zealand Discussion Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 75		paper
2015The interest rate pass-through in the euro area during the sovereign debt crisis.(2015) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 75		paper
2015The interest rate pass-through in the euro area during the sovereign debt crisis.(2015) In: VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 75		paper
2011Modifying Gaussian term structure models when interest rates are near the zero lower bound In: CAMA Working Papers.
[Full Text][Citation analysis]		paper81
2012Modifying Gaussian term structure models when interest rates are near the zero lower bound.(2012) In: Reserve Bank of New Zealand Discussion Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 81		paper
2012Modifying Gaussian term structure models when interest rates are near the zero lower bound (this is a revised version of CAMA working paper 36/2011) In: CAMA Working Papers.
[Full Text][Citation analysis]		paper4
2012A theoretical foundation for the Nelson and Siegel class of yield curve models In: CAMA Working Papers.
[Full Text][Citation analysis]		paper2
2009A theoretical foundation for the Nelson and Siegel class of yield curve models.(2009) In: Reserve Bank of New Zealand Discussion Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2013A tractable framework for zero-lower-bound Gaussian term structure models In: CAMA Working Papers.
[Full Text][Citation analysis]		paper100
2013A tractable framework for zero lower bound Gaussian term structure models.(2013) In: Reserve Bank of New Zealand Discussion Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 100		paper
2013Faster solutions for Black zero lower bound term structure models In: CAMA Working Papers.
[Full Text][Citation analysis]		paper0
2013Efficient Jacobian evaluations for estimating zero lower bound term structure models In: CAMA Working Papers.
[Full Text][Citation analysis]		paper0
2014Measuring the stance of monetary policy in conventional and unconventional environments In: CAMA Working Papers.
[Full Text][Citation analysis]		paper45
2014Asset markets and monetary policy shocks at the zero lower bound In: CAMA Working Papers.
[Full Text][Citation analysis]		paper31
2014Asset markets and monetary policy shocks at the zero lower bound.(2014) In: Reserve Bank of New Zealand Discussion Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 31		paper
2015A comment on Wu and Xia (2015), and the case for two-factor Shadow Short Rates In: CAMA Working Papers.
[Full Text][Citation analysis]		paper51
2017A comment on Wu and Xia (2016) from a macroeconomic perspective In: CAMA Working Papers.
[Full Text][Citation analysis]		paper5
2019Will the real eigensystem VAR please stand up? A univariate primer In: CAMA Working Papers.
[Full Text][Citation analysis]		paper0
2021Investigating a measure of conventional and unconventional stimulus for the euro area In: CAMA Working Papers.
[Full Text][Citation analysis]		paper0
2023Estimating and Applying Autoregression Models via Their Eigensystem Representation In: CAMA Working Papers.
[Full Text][Citation analysis]		paper0
2023Estimating and Applying Autoregression Models Via Their Eigensystem Representation.(2023) In: Working Papers in Economics.
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This paper has nother version. Agregated cites: 0		paper
2024Applications of Vector Autoregressions in Their Scalar Autoregressive Component Form In: CAMA Working Papers.
[Full Text][Citation analysis]		paper0
2012A proposal for improving forward guidance In: Economic Synopses.
[Full Text][Citation analysis]		article2
2012A model for interest rates near the zero lower bound: An overview and discussion In: Reserve Bank of New Zealand Analytical Notes series.
[Full Text][Citation analysis]		paper5
2016Short-term risk premiums and policy rate expectations in the United States In: Reserve Bank of New Zealand Analytical Notes series.
[Full Text][Citation analysis]		paper2
2001Market expectations of the Official Cash Rate In: Reserve Bank of New Zealand Bulletin.
[Full Text][Citation analysis]		article4
2010Connecting the dots: a yield curve perspective on New Zealand’s interest rates In: Reserve Bank of New Zealand Bulletin.
[Full Text][Citation analysis]		article2
1998Testing the predictive power of New Zealand bank bill futures rates In: Reserve Bank of New Zealand Discussion Paper Series.
[Full Text][Citation analysis]		paper2
2002Extracting expectations of New Zealands Official Cash Rate from the bank-risk yield curve In: Reserve Bank of New Zealand Discussion Paper Series.
[Full Text][Citation analysis]		paper2
2009Forecasting New Zealands economic growth using yield curve information In: Reserve Bank of New Zealand Discussion Paper Series.
[Full Text][Citation analysis]		paper2
2010A theoretical foundation for the Nelson and Siegel class of yield curve models, and an empirical application to U.S. yield curve dynamics In: Reserve Bank of New Zealand Discussion Paper Series.
[Full Text][Citation analysis]		paper4
2016Monetary policy spillovers across the Pacific when interest rates are at the zero lower bound In: Reserve Bank of New Zealand Discussion Paper Series.
[Full Text][Citation analysis]		paper20
2016Monetary Policy Spillovers across the Pacific when Interest Rates Are at the Zero Lower Bound.(2016) In: Asian Economic Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		article
2018Real-time forecasting with macro-finance models in the presence of a zero lower bound In: Reserve Bank of New Zealand Discussion Paper Series.
[Full Text][Citation analysis]		paper1
2006A Theoretically Consistent Version of the Nelson and Siegel Class of Yield Curve Models In: Applied Mathematical Finance.
[Full Text][Citation analysis]		article5
2008A Macroeconomic Foundation for the Nelson and Siegel Class of Yield Curve Models In: Research Paper Series.
[Full Text][Citation analysis]		paper0
2003Modelling the Yield Curve with Orthonomalised Laguerre Polynomials: An Intertemporally Consistent Approach with an Economic Interpretation In: Working Papers in Economics.
[Full Text][Citation analysis]		paper0
2003Modelling the Yield Curve with Orthonormalised Laguerre Polynomials: A Consistent Cross-Sectional and Inter-Temporal Approach In: Working Papers in Economics.
[Full Text][Citation analysis]		paper0
2005An Intertemporally-Consistent and Arbitrage-Free Version of the Nelson and Siegel Class of Yield Curve Models In: Working Papers in Economics.
[Full Text][Citation analysis]		paper2
2005Investigating the Relationships between the Yield Curve, Output and Inflation using an Arbitrage-Free Version of the Nelson and Siegel Class of Yield Curve Models In: Working Papers in Economics.
[Full Text][Citation analysis]		paper0
2005Attributing Returns and Optimising United States Swaps Portfolios Using an Intertemporally-Consistent and Arbitrage-Free Model of the Yield Curve In: Working Papers in Economics.
[Full Text][Citation analysis]		paper0
2005A New Framework for Yield Curve, Output and Inflation Relationships In: Working Papers in Economics.
[Full Text][Citation analysis]		paper0
2006A Yield Curve Perspective on Uncovered Interest Parity In: Working Papers in Economics.
[Full Text][Citation analysis]		paper6
2015A Theoretical Foundation for the Nelson–Siegel Class of Yield Curve Models In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article12
2020A Note of Caution on Shadow Rate Estimates In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]		article56
2016The effect of conventional and unconventional euro area monetary policy on macroeconomic variables In: Discussion Papers.
[Full Text][Citation analysis]		paper12

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