Information about:
Leo Krippner

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Affiliation

• Department of Economics
  Waikato Management School
  University of Waikato

  Location: Hamilton, New Zealand
  Homepage: http://www.mngt.waikato.ac.nz/Econ/
  Email:
  Phone: (647) 838-4045
  Fax: (647) 838-4331
  Postal: Private Bag 3105, Hamilton
  Handle: RePEc:edi:dewaknz (registered authors at this institution)

Working papers

1. Leo Krippner, 2008. "A Macroeconomic Foundation for the Nelson and Siegel Class of Yield Curve Models," Research Paper Series 226, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]

2. Leo Krippner, 2006. "A Yield Curve Perspective on Uncovered Interest Parity," Working Papers in Economics 06/16, University of Waikato, Department of Economics. [Downloadable!]

3. Leo Krippner, 2005. "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," Working Papers in Economics 05/02, University of Waikato, Department of Economics. [Downloadable!]

4. Leo Krippner, 2005. "Attributing Returns and Optimising United States Swaps Portfolios Using an Intertemporally-Consistent and Arbitrage-Free Model of the Yield Curve," Working Papers in Economics 05/03, University of Waikato, Department of Economics. [Downloadable!]

5. Leo Krippner, 2005. "An Intertemporally-Consistent and Arbitrage-Free Version of the Nelson and Siegel Class of Yield Curve Models," Working Papers in Economics 05/01, University of Waikato, Department of Economics. [Downloadable!]

6. Leo Krippner, 2005. "A New Framework for Yield Curve, Output and Inflation Relationships," Working Papers in Economics 05/07, University of Waikato, Department of Economics. [Downloadable!]

7. Leo Krippner, 2003. "Modelling the Yield Curve with Orthonormalised Laguerre Polynomials: A Consistent Cross-Sectional and Inter-Temporal Approach," Working Papers in Economics 03/02, University of Waikato, Department of Economics. [Downloadable!]

8. Leo Krippner, 2003. "Modelling the Yield Curve with Orthonomalised Laguerre Polynomials: An Intertemporally Consistent Approach with an Economic Interpretation," Working Papers in Economics 03/01, University of Waikato, Department of Economics. [Downloadable!]

9. Leo Krippner, 2002. "Extracting expectations of New Zealand's Official Cash Rate from the bank-risk yield curve," Reserve Bank of New Zealand Discussion Paper Series DP2002/01, Reserve Bank of New Zealand. [Downloadable!]

10. Leo Krippner, 1998. "Testing the predictive power of New Zealand bank bill futures rates," Reserve Bank of New Zealand Discussion Paper Series G98/8, Reserve Bank of New Zealand. [Downloadable!]

1. Leo Krippner, 2006. "A Theoretically Consistent Version of the Nelson and Siegel Class of Yield Curve Models," Applied Mathematical Finance, Taylor and Francis Journals, vol. 13(1), pages 39-59, March. [Downloadable!] (restricted)

2. Leo Krippner & Michael Gordon, 2001. "Market expectations of the Official Cash Rate," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 64, June. [Downloadable!]

1. NEP-CBA: Central Banking (1) 2002-06-13
2. NEP-FIN: Finance (2) 2005-02-06 2005-03-20 Author is listed
3. NEP-FMK: Financial Markets (4) 2002-06-13 2003-10-12 2005-03-20 2007-02-10 Author is listed
4. NEP-IFN: International Finance (1) 2007-02-10
5. NEP-MAC: Macroeconomics (6) 2005-02-06 2005-02-06 2005-03-20 2005-12-14 2007-02-10 2008-07-20 Author is listed
6. NEP-MON: Monetary Economics (6) 2002-06-13 2003-10-12 2005-02-06 2005-12-14 2007-02-10 2008-07-20 Author is listed
7. NEP-RMG: Risk Management (2) 2003-10-12 2005-03-20 Author is listed

This page was last updated on 2009-11-11.