Garcia, Maria Terese Medeiros; Carvalho, Vítor Hugo … - In: Cogent economics & finance 7 (2019) 1, pp. 1-54
The appearance of negative bond yields presents significant challenges for the fixed income markets, which mainly concern related forecasting models. The Nelson-Siegel-Svensson model (NSS) is one of the models that is most frequently used by central banks to estimate the term structure of...
