Concepedia

David Jamieson Bolder

DJ

Statistics

Publications

12

Citations

431

H-Index

11

Active since

1999

Affiliations

Bank of Canada(Current)

David Jamieson Bolder is an author at Bank of Canada specializing in finance, financial economics, and economics.

Publications per year

1999–2021

12

Publications

12

Affine Term-Structure Models: Theory and Implementation

David Jamieson Bolder · SSRN Electronic Journal · 2001 · 96 citations · Full text

Social Sciences, Economics, Finance +14

Yield Curve Modelling at the Bank of Canada

David Jamieson Bolder, David Stréliski · SSRN Electronic Journal · 1999 · 71 citations · Full text

Business, Economics, Finance +17

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

David Jamieson Bolder, Grahame Johnson, Adam Metzler · SSRN Electronic Journal · 2004 · 56 citations · Full text

Social Sciences, Economics, Finance +17

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

David Jamieson Bolder, Scott Gusba · SSRN Electronic Journal · 2002 · 55 citations · Full text

Business, Economics, Finance +17

A Stochastic Simulation Framework for the Government of Canada's Debt Strategy

David Jamieson Bolder · SSRN Electronic Journal · 2003 · 31 citations · Full text

Public Affairs, Finance, Public Finance +17

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