A methodology to estimate the interest rate yield curve in illiquid market : the Tunisian case
Year of publication: |
2014
|
---|---|
Authors: | Chakroun, Fatma ; Abid, Fathi |
Published in: |
Journal of emerging market finance. - Los Angeles, Calif. [u.a.] : Sage, ISSN 0972-6527, ZDB-ID 2136100-9. - Vol. 13.2014, 3, p. 305-333
|
Subject: | Illiquid market | interest rate yield curve | cubic spline | Vasicek (1977) model | CIR (1985) model | OLS | MLE | Zinsstruktur | Yield curve | Schätzung | Estimation | Zins | Interest rate | Theorie | Theory | Tunesien | Tunisia |
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