The application of different term-structure models to estimate South African real spot rate curve
Mmakganya Mashoene, Mishelle Doorasamy, Rajendra Rajaram
| Year of publication: |
2021
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|---|---|
| Authors: | Mashoene, Mmakganya ; Doorasamy, Mishelle ; Rajaram, Rajendra |
| Published in: |
International journal of finance & banking studies : JJFBS. - Istanbul : [Verlag nicht ermittelbar], ISSN 2147-4486, ZDB-ID 2724514-7. - Vol. 10.2021, 3, p. 21-36
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| Subject: | South African inflation-indexed bonds | Parametric yield curve models | Arbitrage-free generalised Nelson Siegel model | Illiquid bond markets | Rotated Dynamic Nelson-Siegel model | Zinsstruktur | Yield curve | Südafrika | South Africa | Theorie | Theory | Anleihe | Bond | Kapitaleinkommen | Capital income | Rentenmarkt | Bond market | Öffentliche Anleihe | Public bond | Prognoseverfahren | Forecasting model |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.20525/ijfbs.v10i3.1278 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012616092