Forecasting the yield curve using a dynamic natural cubic spline model
Year of publication: |
2018
|
---|---|
Authors: | Feng, Pan ; Qian, Junhui |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 168.2018, p. 73-76
|
Subject: | Chinese yield curve | Dynamic natural cubic spline model | Forecasting | Zinsstruktur | Yield curve | Prognoseverfahren | Forecasting model | Theorie | Theory | China |
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