Janus, Jakub - In: Statistics in transition : an international journal of … 23 (2022) 1, pp. 153-171
changes that occurred in 10-year sovereignyields. This pattern, however, was more prevalent in Czechia and Poland than in Hun-gary …This paper provides a comparative evaluation of the behaviour of long-term sovereign yieldsin Czechia, Hungary and … Poland from 2001 to 2019. An affine term structure model de-veloped by Adrian, Crump and Moench (2013) is used as an …