A comparative analysis of parsimonious yield curve models with focus on the Nelson-Siegel, Svensson and Bliss versions
Year of publication: |
2022
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Authors: | Wahlstrøm, Ranik Raaen ; Paraschiv, Florentina ; Schürle, Michael |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 59.2022, 3, p. 967-1004
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Subject: | Parsimonious yield curve models | Term structure | Monetary policy decisions | Non-linear least squares | Initial values | Zinsstruktur | Yield curve | Theorie | Theory | Geldpolitik | Monetary policy | Kapitaleinkommen | Capital income |
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