Yield curve modelling and a conceptual framework for estimating yield curves: Evidence from the European Central Bank's yield curves
Year of publication: |
2018
|
---|---|
Authors: | Nymand-Andersen, Per |
Publisher: |
Frankfurt a. M. : European Central Bank (ECB) |
Subject: | term structure | yield curve models | data quality |
Series: | ECB Statistics Paper ; 27 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
ISBN: | 978-92-899-3356-8 |
Other identifiers: | 10.2866/892636 [DOI] 1014458722 [GVK] hdl:10419/194010 [Handle] RePEc:ecb:ecbsps:201827 [RePEc] |
Classification: | G1 - General Financial Markets ; E4 - Money and Interest Rates ; E5 - Monetary Policy, Central Banking and the Supply of Money and Credit |
Source: |
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Nymand-Andersen, Per, (2018)
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