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David Jamieson Bolder · Study

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David Jamieson Bolder

4 works· latest 2008· 1 institutionscluster: provisional

h-index4

i104

Citations275

Works here4

08

Most cited in this library

Affine Term-Structure Models: Theory and Implementation2008 · 90 citations
Yield Curve Modelling at the Bank of Canada2008 · 70 citations
An Empirical Analysis of the Canadian Term Structure of Zero-Coupon Interest Rates2008 · 61 citations
Exponentials, Polynomials, and Fourier Series: More Yield Curve Modelling at the Bank of Canada2008 · 54 citations

Works

4 shown

Affine Term-Structure Models: Theory and Implementation

SSRN Electronic Journal·2008·1 author·preprint·Open access

90citations

Yield Curve Modelling at the Bank of Canada

SSRN Electronic Journal·2008·2 authors·preprint·Open access

70citations

An Empirical Analysis of the Canadian Term Structure of Zero-Coupon Interest Rates

SSRN Electronic Journal·2008·3 authors·preprint·Open access

61citations

Exponentials, Polynomials, and Fourier Series: More Yield Curve Modelling at the Bank of Canada

SSRN Electronic Journal·2008·2 authors·preprint·Open access

54citations