Nelson Siegel parameterisation of the South African sovereign yield curve : a link to the rand exchange rate and JSE sectors
T. Petousis and G.D.I. Barr
| Year of publication: |
2016
|
|---|---|
| Authors: | Petousis, T. ; Barr, Graham D. I. |
| Published in: |
Tydskrif vir studies in ekonomie en ekonometrie : SEE. - Stellenbosch, ISSN 0379-6205, ZDB-ID 863779-9. - Vol. 40.2016, 1, p. 41-70
|
| Subject: | Südafrika | South Africa | Wechselkurs | Exchange rate | Zinsstruktur | Yield curve | Öffentliche Anleihe | Public bond |
| 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/10011569535