Browsing All of EconStor by Author Nyholm, Ken
Showing results 1 to 13 of 13
Year of Publication | Title | Author(s) |
2005 | Yield curve prediction for the strategic investor | Bernadell, Carlos; Coche, Joachim; Nyholm, Ken |
2006 | A factor risk model with reference returns for the US dollar and Japanese yen bond markets | Bernadell, Carlos; Coche, Joachim; Nyholm, Ken |
2006 | Foreign reserves management subject to a policy objective | Coche, Joachim; Koivu, Matti; Nyholm, Ken; Poikonen, Vesa |
2007 | The use of portfolio credit risk models in Central Banks | Bindseil, Ulrich; van der Hoorn, Han; Nyholm, Ken; Schwartzlose, Henrik; Ledoyen, Pierre; Föttinger, Wolfgang; Monar, Fernando; Boux, Bérénice; Chiappa, Gigliola; Honings, Noëlle; Amado, Ricardo; Sotamaa, Kai; Rosen, Dan; Task Force of the Market Operations Committee of the European System of Central Banks |
2008 | How arbitrage-free is the Nelson-Siegel Model? | Coroneo, Laura; Nyholm, Ken; Vidova-Koleva, Rositsa |
2010 | Nelson-Siegel, affine and quadratic yield curve specifications: which one is better at forecasting? | Nyholm, Ken; Vidova-Koleva, Rositsa |
2015 | A rotated Dynamic Nelson-Siegel model with macro-financial applications | Nyholm, Ken |
2016 | US-euro area term structure spillovers, implications for central banks | Nyholm, Ken |
2019 | Tracing the impact of the ECB's asset purchase programme on the yield curve | Eser, Fabian; Lemke, Wolfgang; Nyholm, Ken; Radde, Sören; Vladu, Andreea L. |
2020 | Tracing the impact of the ECB's asset purchase programme on the yield curve | Eser, Fabian; Lemke, Wolfgang; Nyholm, Ken; Vladu, Andreea |
2021 | The low-carbon transition, climate commitments and firm credit risk | Carbone, Sante; Giuzio, Margherita; Kapadia, Sujit; Krämer, Johannes Sebastian; Nyholm, Ken; Vozian, Katia |
2022 | The low-carbon transition, climate commitments and firm credit risk | Carbone, Sante; Giuzio, Margherita; Kapadia, Sujit; Krämer, Johannes Sebastian; Nyholm, Ken; Vozian, Katia |
2025 | The low-carbon transition, climate commitments and firm credit risk | Carbone, Sante; Giuzio, Margherita; Kapadia, Sujit; Krämer, Johannes Sebastian; Nyholm, Ken; Vozian, Katia |