Forecasting the term structure of South African government bond yields
Hui-Chu Shu, Jung-Hsien Chang, and Ting-Ya Lo
| Year of publication: |
2018
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|---|---|
| Authors: | Shu, Hui-chu ; Chang, Jung-Hsien ; Lo, Ting-Ya |
| Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 54.2018, 1/2/3, p. 41-53
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| Subject: | dynamic Nelson-Siegel model | forecasting | South African government bond | term structure | Südafrika | South Africa | Zinsstruktur | Yield curve | Öffentliche Anleihe | Public bond | Prognoseverfahren | Forecasting model | Prognose | Forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1540496X.2016.1225572 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012122847