K. Nyholm

Economics and Econometrics · 2011

A researcher in the Science corpus: 1 paper; trusts 6 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom K. Nyholm trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Qiang Dai
  2. Andrew Ang

Papers from K. Nyholm's perspective

Ordered by how strongly the researchers K. Nyholm trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Term premia and interest rate forecasts in affine models
  2. Specification Analysis of Affine Term Structure Models
  3. The Term Structure of Real Rates and Expected Inflation
  4. Term Structure of Interest Rates with Regime Shifts
  5. A Theory for the Term Structure of Interest Rates
  6. Bootstrap Methods: Another Look at the Jackknife
  7. Bootstrap Methods in Econometrics
  8. Expectation puzzles, time-varying risk premia, and affine models of the term structure
  9. Generalized autoregressive conditional heteroskedasticity
  10. Regime shifts in a dynamic term structure model of U.S. Treasury bond yields

Their papers