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David Jamieson Bolder

Personal Details

First Name:David
Middle Name:Jamieson
Last Name:Bolder
Suffix:
RePEc Short-ID:pbo181
[This author has chosen not to make the email address public]
http://www.bis.org/author/david_jamieson_bolder.htm

Research output

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Jump to: Working papers Articles Chapters Books

Working papers

  1. David Bolder & Simon Deeley, 2011. "The Canadian Debt-Strategy Model: An Overview of the Principal Elements," Discussion Papers 11-3, Bank of Canada.
  2. David Bolder & Yuliya Romanyuk, 2008. "Combining Canadian Interest-Rate Forecasts," Staff Working Papers 08-34, Bank of Canada.
  3. David Bolder & Tiago Rubin, 2007. "Optimization in a Simulation Setting: Use of Function Approximation in Debt Strategy Analysis," Staff Working Papers 07-13, Bank of Canada.
  4. David Bolder & Shudan Liu, 2007. "Examining Simple Joint Macroeconomic and Term-Structure Models: A Practitioner's Perspective," Staff Working Papers 07-49, Bank of Canada.
  5. David Bolder, 2006. "Modelling Term-Structure Dynamics for Risk Management: A Practitioner's Perspective," Staff Working Papers 06-48, Bank of Canada.
  6. David Bolder & Grahame Johnson & Adam Metzler, 2004. "An Empirical Analysis of the Canadian Term Structure of Zero-Coupon Interest Rates," Staff Working Papers 04-48, Bank of Canada.
  7. David Bolder, 2003. "A Stochastic Simulation Framework for the Government of Canada's Debt Strategy," Staff Working Papers 03-10, Bank of Canada.
  8. David Bolder, 2002. "Towards a More Complete Debt Strategy Simulation Framework," Staff Working Papers 02-13, Bank of Canada.
  9. David Bolder & Scott Gusba, 2002. "Exponentials, Polynomials, and Fourier Series: More Yield Curve Modelling at the Bank of Canada," Staff Working Papers 02-29, Bank of Canada.
  10. David Bolder, 2001. "Affine Term-Structure Models: Theory and Implementation," Staff Working Papers 01-15, Bank of Canada.
  11. David Bolder & David Stréliski, 1999. "Yield Curve Modelling at the Bank of Canada," Technical Reports 84, Bank of Canada.
  12. David Bolder & Serge Boisvert, 1998. "Easing Restrictions on the Stripping and Reconstitution of Government of Canada Bonds," Staff Working Papers 98-8, Bank of Canada.

Articles

  1. David Bolder, 2008. "The Canadian Debt-Strategy Model," Bank of Canada Review, Bank of Canada, vol. 2008(Summer), pages 5-18.

Chapters

  1. David Jamieson Bolder & Yuliya Romanyuk, 2010. "Combining Canadian Interest Rate Forecasts," Palgrave Macmillan Books, in: Arjan B. Berkelaar & Joachim Coche & Ken Nyholm (ed.), Interest Rate Models, Asset Allocation and Quantitative Techniques for Central Banks and Sovereign Wealth Funds, chapter 1, pages 3-30, Palgrave Macmillan.

Books

  1. David Jamieson Bolder, 2018. "Credit-Risk Modelling," Springer Books, Springer, number 978-3-319-94688-7, January.
  2. David Jamieson Bolder, 2015. "Fixed-Income Portfolio Analytics," Springer Books, Springer, edition 127, number 978-3-319-12667-8, January.

More information

Research fields, statistics, top rankings, if available.

Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 10 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FMK: Financial Markets (6) 2001-12-26 2002-11-04 2004-12-20 2007-01-02 2007-03-10 2008-10-07. Author is listed
  2. NEP-MAC: Macroeconomics (4) 2004-12-20 2007-01-02 2007-10-06 2008-10-07
  3. NEP-CMP: Computational Economics (3) 2002-07-04 2003-04-27 2007-03-10
  4. NEP-CSE: Economics of Strategic Management (2) 2007-01-02 2007-03-10
  5. NEP-ECM: Econometrics (2) 2007-01-02 2008-10-07
  6. NEP-FOR: Forecasting (2) 2007-01-02 2008-10-07
  7. NEP-RMG: Risk Management (2) 2007-01-02 2008-10-07
  8. NEP-CBA: Central Banking (1) 2011-11-21
  9. NEP-CFN: Corporate Finance (1) 2007-01-02
  10. NEP-FIN: Finance (1) 2004-12-20
  11. NEP-INT: International Trade (1) 2007-03-10

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