Details about David Jamieson Bolder

Access statistics for papers by David Jamieson Bolder.

Last updated 2024-03-07. Update your information in the RePEc Author Service.

Short-id: pbo181

Working Papers

2011

1. The Canadian Debt-Strategy Model: An Overview of the Principal Elements
   Discussion Papers, Bank of Canada View citations (6)

2008

2. Combining Canadian Interest-Rate Forecasts
   Staff Working Papers, Bank of Canada
   See also Chapter Combining Canadian Interest Rate Forecasts, Palgrave Macmillan Books, Palgrave Macmillan (2010) (2010)

2007

3. Examining Simple Joint Macroeconomic and Term-Structure Models: A Practitioner's Perspective
   Staff Working Papers, Bank of Canada View citations (5)
4. Optimization in a Simulation Setting: Use of Function Approximation in Debt Strategy Analysis
   Staff Working Papers, Bank of Canada View citations (14)
   Also in Staff Working Papers, Bank of Canada (2007) View citations (13)

2006

5. Modelling Term-Structure Dynamics for Risk Management: A Practitioner's Perspective
   Staff Working Papers, Bank of Canada View citations (9)

2004

6. An Empirical Analysis of the Canadian Term Structure of Zero-Coupon Interest Rates
   Staff Working Papers, Bank of Canada View citations (38)

2003

7. A Stochastic Simulation Framework for the Government of Canada's Debt Strategy
   Staff Working Papers, Bank of Canada View citations (22)

2002

8. Exponentials, Polynomials, and Fourier Series: More Yield Curve Modelling at the Bank of Canada
   Staff Working Papers, Bank of Canada View citations (35)
9. Towards a More Complete Debt Strategy Simulation Framework
   Staff Working Papers, Bank of Canada View citations (1)

2001

10. Affine Term-Structure Models: Theory and Implementation
    Staff Working Papers, Bank of Canada View citations (33)

1999

11. Yield Curve Modelling at the Bank of Canada
    Technical Reports, Bank of Canada View citations (52)

1998

12. Easing Restrictions on the Stripping and Reconstitution of Government of Canada Bonds
    Staff Working Papers, Bank of Canada View citations (1)

Journal Articles

2008

1. The Canadian Debt-Strategy Model
   Bank of Canada Review, 2008, 2008, (Summer), 5-18 View citations (7)

Books

2018

1. Credit-Risk Modelling
   Springer Books, Springer

2015

2. Fixed-Income Portfolio Analytics
   Springer Books, Springer View citations (2)

Chapters

2010

1. Combining Canadian Interest Rate Forecasts
   Palgrave Macmillan
   See also Working Paper Combining Canadian Interest-Rate Forecasts, Bank of Canada (2008) (2008)