A theoretical foundation for the Nelson and Siegel class of yield curve models
Leo Krippner
| Year of publication: |
[2009]
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|---|---|
| Authors: | Krippner, Leo |
| Institutions: | Reserve Bank of New Zealand (contributor) |
| Publisher: |
Wellington, N.Z : Reserve Bank of New Zealand |
| Subject: | Zinsstruktur | Yield curve | Fälligkeit | Maturity | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | USA | United States | 1954-2004 |
freely available
| Extent: | Online-Ressource (1 electronic document (15 S., 226 Kb)) PDF file |
|---|---|
| Series: | Discussion paper series / Reserve Bank of New Zealand. - Wellington : [Verlag nicht ermittelbar], ISSN 1177-7567, ZDB-ID 2221962-6. - Vol. 2009,10 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Archived by the National Library of New Zealand Title from PDF cover (viewed on Sept. 15, 2009) "JEL classifiction: E43, G12 "September 2009 Hypertext links contained in the archived instances of this title are non-functional Includes bibliographical references (p. 11-13) Mode of access: World Wide Web Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003954415