A cross-sectional application of the Nelson-Siegel-Svensson model to several negative yield cases
Year of publication: |
2019
|
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Authors: | Garcia, Maria Terese Medeiros ; Carvalho, Vítor Hugo Ferreira |
Published in: |
Cogent economics & finance. - Abingdon : Taylor & Francis, ISSN 2332-2039, ZDB-ID 2773198-4. - Vol. 7.2019, 1, p. 1-54
|
Subject: | yield curve | negative bond yields | Eurobonds | Nelson-Siegel-Svensson model | Zinsstruktur | Yield curve | Öffentliche Anleihe | Public bond | Kapitaleinkommen | Capital income | Anleihe | Bond | Rendite | Yield | Eurobond |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1080/23322039.2019.1582319 [DOI] hdl:10419/245204 [Handle] |
Classification: | c18 ; E43 - Determination of Interest Rates; Term Structure Interest Rates ; E47 - Forecasting and Simulation ; G12 - Asset Pricing ; G17 - Financial Forecasting |
Source: | ECONIS - Online Catalogue of the ZBW |
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