Forecasting the yield curve with the arbitrage-free dynamic...

EconomiA 2016 / 05 Vol. 17; Iss. 2

Forecasting the yield curve with the arbitrage-free dynamic Nelson–Siegel model: Brazilian evidence

Caldeira, João F., Moura, Guilherme V., Santos, André A.P., Tourrucôo, Fabricio
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Volume:
17
Language:
english
Journal:
EconomiA
DOI:
10.1016/j.econ.2016.06.003
Date:
May, 2016
File:
PDF, 1.50 MB
english, 2016
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