| How arbitrage-free is the Nelson–Siegel model? L Coroneo, K Nyholm, R Vidova-Koleva Journal of Empirical Finance 18 (3), 393-407, 2011 | 175 | 2011 |
| Tracing the impact of the ECB’s asset purchase programme on the yield curve F Eser, W Lemke, K Nyholm, S Radde, A Vladu ECB working paper, 2019 | 138 | 2019 |
| Estimating the probability of informed trading K Nyholm Journal of Financial Research 25 (4), 485-505, 2002 | 85 | 2002 |
| Yield curve prediction for the strategic investor C Bernadell, J Coche, K Nyholm Available at SSRN 701271, 2005 | 69 | 2005 |
| Inferring the private information content of trades: a regime‐switching approach K Nyholm Journal of Applied Econometrics 18 (4), 457-470, 2003 | 49 | 2003 |
| Regime shifts in the Danish term structure of interest rates T Engsted, K Nyholm Empirical Economics 25, 1-13, 2000 | 48 | 2000 |
| The low-carbon transition, climate commitments and firm credit risk S Carbone, M Giuzio, S Kapadia, JS Krämer, K Nyholm, K Vozian ECB Working Paper, 2021 | 46 | 2021 |
| Evolving yield curves in the real-world measures: A semi-parametric approach R Rebonato, S Mahal, M Joshi, LD Buchholz, K Nyholm Journal of Risk 7 (3), 29-61, 2005 | 44 | 2005 |
| Analyzing Specialist's Quoting Behaviour: A Trade-by-Trade Study on the NYSE K Nyholm | 29 | 1999 |
| Strategic Asset Allocation in Fixed Income Markets: A Matlab Based User's Guide K Nyholm John Wiley & Sons, 2008 | 28 | 2008 |
| Nelson–Siegel, affine and quadratic yield curve specifications: which one is better at forecasting? K Nyholm, R Vidova‐Koleva Journal of Forecasting 31 (6), 540-564, 2012 | 24 | 2012 |
| A rotated Dynamic Nelson-Siegel model with macro-financial applications K Nyholm ECB Working Paper, 2015 | 20 | 2015 |
| Nelson–Siegel, affine and quadratic yield curve specifications: which one is better at forecasting? K Nyholm, R Vidova‐Koleva Journal of Forecasting 31 (6), 540-564, 2012 | 19 | 2012 |
| Long-horizon yield curve projections: comparison of semi-parametric and parametric approaches K Nyholm, R Rebonato Applied financial economics 18 (20), 1597-1611, 2008 | 18 | 2008 |
| A new approach to predicting recessions K Nyholm Economic Notes 36 (1), 27-42, 2007 | 18 | 2007 |
| Central bank reserves and sovereign wealth management AB Berkelaar, J Coche, K Nyholm Palgrave Macmillan, 2010 | 12 | 2010 |
| Insurance and banking interconnectedness in Europe: The opinion of equity markets K Nyholm Economics Research International 2012, 2012 | 11 | 2012 |
| Yield curve prediction for the strategic investor. European central bank C Bernadell, J Coche, K Nyholm No. 472. Technical report, 2005 | 10 | 2005 |
| A flexible short-rate based four factor arbitrage-free term structure model with an explicit monetary policy rule K Nyholm www. ken-nyholm. com, 2018 | 8 | 2018 |
| Euro area sovereign bond market liquidity since the start of the PSPP L Jurkšas, D Kapp, K Nyholm, J Von Landesberger Economic Bulletin Boxes 2, 2018 | 7 | 2018 |
Laura CoroneoUniversity of YorkVerified email at york.ac.uk
