Nelson-Siegel yield curve model estimation and the yield curve trading in the Croation financial market
Year of publication: |
2013
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Authors: | Zoricic, Davor ; Badurina, Marko |
Published in: |
UTMS journal of economics / University of Tourism and Management : international, multidisciplinary journal for the area of south and southeastern Europe. - Skopje : [Verlag nicht ermittelbar], ISSN 1857-6982, ZDB-ID 2616961-7. - Vol. 4.2013, 2, p. 113-125
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Subject: | yield curve model | bond trading strategies | Zinsstruktur | Yield curve | Kapitaleinkommen | Capital income | Öffentliche Anleihe | Public bond | Schätzung | Estimation | Anleihe | Bond |
Extent: | graph. Darst. |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Systemvoraussetung: Acrobat Reader |
Other identifiers: | hdl:10419/105289 [Handle] |
Classification: | G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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