Ken Nyholm - Central Bank Research Hub

Papers by year: All | 2016 | 2015 | 2010

Title Other author(s)

US-euro area term structure spillovers, implications for central banks

European Central Bank Working papers [View] (Paper: 1980, 17.11.2016)

JEL: C32, E43, E58

A rotated Dynamic Nelson-Siegel model with macro-financial applications

European Central Bank Working papers [View] (Paper: 1851, 23.09.2015)

JEL: C5, E4, G1

Nelson-Siegel, affine and quadratic yield curve specifications: which one is better at forecasting?,

European Central Bank Working papers [View] (Paper: 1205, 25.06.2010)

JEL: C14, C15, G12

Papers by year: All | 2016 | 2015 | 2010