Foreign trade and China's yield curve during the COVID-19 pandemic : an analysis based on an extended arbitrage-free Nelson–Siegel model
Zhiwu Hong, Zhenhan Wang, Xinda Li
| Year of publication: |
2024
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|---|---|
| Authors: | Hong, Zhiwu ; Wang, Zhenhan ; Li, Xinda |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 2165501-7. - Vol. 70.2024, 2, Art.-No. 102369, p. 1-21
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| Subject: | Arbitrage-free Nelson–Siegel model | COVID-19 pandemic | Foreign investment | Yield curve | China | Zinsstruktur | Coronavirus | Auslandsinvestition | Epidemie | Epidemic | Wirkungsanalyse | Impact assessment |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2024.102369 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015055886