Krippner, Leo - Department of Economics, Waikato Management School - 2006
forward rate unbiasedness hypothesis
yield curve
term structure of interest rates
ANS model
Nelson and Siegel model … is to use the augmented Nelson-Siegel (ANS)
model of the yield curve from Krippner (2006). The ANS model is an … for the ANS model by explicitly relating it to a generic dynamic
general-equilibrium economy that embeds rational …
