Chakroun, Fatma; Abid, Fathi - In: Journal of Emerging Market Finance 13 (2014) 3, pp. 305-333
The aim of this article is to develop a methodology to estimate the interest rate yield curve and its dynamics in the … dynamics of the interest rate yield curve using ordinary least squares (OLS) and maximum likelihood estimation (MLE) methods … the cubic spline method is accurate for construction of the average interest rate yield curve. Then, the estimation of …