Showing 1 - 10 of 99
Persistent link: https://www.econbiz.de/10003782998
Persistent link: https://www.econbiz.de/10003277971
Persistent link: https://www.econbiz.de/10003595017
The popular Nelson-Siegel (1987) yield curve is routinely fit to cross sections of intra-country bond yields, and Diebold and Li (2006) have recently proposed a dynamized version. In this paper we extend Diebold-Li to a global context, modeling a potentially large set of country yield curves in...
Persistent link: https://www.econbiz.de/10003831205
Persistent link: https://www.econbiz.de/10003349894
Persistent link: https://www.econbiz.de/10003229524
Persistent link: https://www.econbiz.de/10001727236
Persistent link: https://www.econbiz.de/10001816437
Persistent link: https://www.econbiz.de/10000682409
Persistent link: https://www.econbiz.de/10003726399