Comparative analysis of zero coupon yield curve estimation methods using JGB price data
Year of publication: |
2012
|
---|---|
Authors: | Kikuchi, Kentaro ; Shintani, Kohei |
Publisher: |
Tokyo |
Subject: | Öffentliche Anleihe | Public bond | Rendite | Yield | Zinsstruktur | Yield curve | Schätzung | Estimation | Japan |
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