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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Arbitrage-free Nelson-Siegel model for multiple yield curves
Brignone, Riccardo
;
Gerhart, Christoph
; …
- In:
Mathematics and financial economics
16
(
2022
)
2
,
pp. 239-266
Persistent link: https://www.econbiz.de/10013167786
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2
Forecasting the yield curve with dynamic factors
Reschenhofer, Erhard
;
Stark, Thomas
- In:
Romanian journal of economic forecasting
22
(
2019
)
1
,
pp. 101-113
Persistent link: https://www.econbiz.de/10012022015
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3
Term structure estimation with missing data : application for emerging markets
Nagy, Krisztina
- In:
The quarterly review of economics and finance : journal …
75
(
2020
),
pp. 347-360
Persistent link: https://www.econbiz.de/10012416976
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