A cross-sectional application of the Nelson-Siegel-Svensson...

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Cogent Economics & Finance 2019 / 2

A cross-sectional application of the Nelson-Siegel-Svensson model to several negative yield cases

Garcia, Maria Teresa Medeiros, Carvalho, Vítor Hugo Ferreira, Tokic, Damir
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Language:
english
Journal:
Cogent Economics & Finance
DOI:
10.1080/23322039.2019.1582319
Date:
February, 2019
File:
PDF, 9.32 MB
english, 2019
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