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~institution:"Institut ekonomických studií, Univerzita Karlova v Praze"
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Yield Curve Dynamics: Regional Common Factor Model
Šopov, Boril
;
Seidler, Jakub
-
Institut ekonomických studií, Univerzita Karlova v Praze
-
2010
In this paper, we focus on thorough yield curve modelling. We build on extended classical Nelson-
Siegel
model, which we …
Persistent link: https://www.econbiz.de/10008455524
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