Kanjilal, Kakali - In: Economic Modelling 31 (2013) C, pp. 739-751
The article identifies principal reasons underlying the movements of yield curve for government debt market in India for the period Jul '97 to Dec '11. The study finds that though statistically Svensson's (SV) (1994) model outperforms Nelson and Siegel's (NS) (1987) model in yield curve...
