A Theoretically Consistent Version of the Nelson and Siegel Class of Yield Curve Models
Year of publication: |
2006
|
---|---|
Authors: | Krippner, Leo |
Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 13.2006, 1, p. 39-60
|
Saved in:
Saved in favorites
Similar items by person
-
The interest rate pass-through in the euro area during the sovereign debt crisis
von Borstel, Julia, (2015)
-
The effect of conventional and unconventional euro area monetary policy on macroeconomic variables
Halberstadt, Arne, (2016)
-
A Note of Caution on Shadow Rate Estimates
KRIPPNER, LEO, (2019)
- More ...