A methodology to estimate the interest rate yield curve in illiquid market : the Tunisian case
Fatma Chakroun; Fathi Abid
| Year of publication: |
2014
|
|---|---|
| Authors: | Chakroun, Fatma ; Abid, Fathi |
| Published in: |
Journal of emerging market finance. - Los Angeles, Calif. [u.a.] : Sage, ISSN 0972-6527, ZDB-ID 2136100-9. - Vol. 13.2014, 3, p. 305-333
|
| Subject: | Illiquid market | interest rate yield curve | cubic spline | Vasicek (1977) model | CIR (1985) model | OLS | MLE | Zinsstruktur | Yield curve | Theorie | Theory | Zins | Interest rate | Tunesien | Tunisia |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010492027