A shape-based decomposition of the yield adjustment term in the arbitrage-free Nelson and Siegel (AFNS) model of the yield curve
Year of publication: |
2014
|
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Authors: | Steeley, James M. |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 24.2014, 10/12, p. 661-669
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Subject: | arbitrage-free | Nelson-Siegel model | yield curve | Theorie | Theory | Zinsstruktur | Yield curve | Kapitaleinkommen | Capital income | Schätzung | Estimation |
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