A segmented and observable yield curve for Colombia
Year of publication: |
2021
|
---|---|
Authors: | Castro Iragorri, Carlos Alberto ; Peña, Juan Felipe ; Rodríguez, Cristhian |
Published in: |
Journal of Central Banking Theory and Practice. - ISSN 2336-9205. - Vol. 10.2021, 2, p. 179-200
|
Publisher: |
Warsaw : Sciendo |
Subject: | Term structure | Nelson-Siegel | Preferred habitat theory |
Type of publication: | Article |
---|---|
Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.2478/jcbtp-2021-0019 [DOI] 1761472933 [GVK] |
Classification: | G12 - Asset Pricing ; E43 - Determination of Interest Rates; Term Structure Interest Rates ; C53 - Forecasting and Other Model Applications ; c58 |
Source: |
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