Amélioration de la méthodologie de construction de la courbe des taux sans risque dans la zone UEMOA
Florent Gbongué
Year of publication: |
2019
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Authors: | Gbongué, Florent |
Published in: |
Assurances et gestion des risques : revue trimestrielle. - Montréal : HEC, ISSN 1705-7299, ZDB-ID 2108668-0. - Vol. 86.2019, 3/4, p. 127-164
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Subject: | UEMOA | risk-free interest rate curve | regulatory changes | regional financial market | estimation errors | fundamentals | Nelson and Siegel | prediction |
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