Browsing All of EconStor by Author Nyholm, Ken

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Showing results 1 to 10 of 10
Year of PublicationTitleAuthor(s)
2005 Yield curve prediction for the strategic investorBernadell, Carlos; Coche, Joachim; Nyholm, Ken
2006 A factor risk model with reference returns for the US dollar and Japanese yen bond marketsBernadell, Carlos; Coche, Joachim; Nyholm, Ken
2006 Foreign reserves management subject to a policy objectiveCoche, Joachim; Koivu, Matti; Nyholm, Ken; Poikonen, Vesa
2007 The use of portfolio credit risk models in Central BanksBindseil, 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 applicationsNyholm, Ken
2016 US-euro area term structure spillovers, implications for central banksNyholm, Ken
2019 Tracing the impact of the ECB's asset purchase programme on the yield curveEser, Fabian; Lemke, Wolfgang; Nyholm, Ken; Radde, Sören; Vladu, Andreea L.
2020 Tracing the impact of the ECB's asset purchase programme on the yield curveEser, Fabian; Lemke, Wolfgang; Nyholm, Ken; Vladu, Andreea