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  • Search: subject:"Parametric yield curve"
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Year of publication
Subject
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illiquidity 2 parametric yield curve models 2 Anleihe 1 Arbitrage-free generalised Nelson Siegel model 1 Bond 1 Bond market 1 Capital income 1 Forecasting model 1 Illiquid bond markets 1 Kapitaleinkommen 1 Parametric yield curve models 1 Prognoseverfahren 1 Public bond 1 Rentenmarkt 1 Rotated Dynamic Nelson-Siegel model 1 South Africa 1 South African inflation-indexed bonds 1 Südafrika 1 Theorie 1 Theory 1 Yield curve 1 Zinsstruktur 1 Öffentliche Anleihe 1
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Online availability
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Free 3
Type of publication
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Article 3
Type of publication (narrower categories)
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Article 1 Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 2 Undetermined 1
Author
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Orsag, Silvije 2 Zoricic, Davor 2 Doorasamy, Mishelle 1 Mashoene, Mmakganya 1 Rajaram, Rajendra 1
Published in...
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UTMS Journal of Economics 2 International journal of finance & banking studies : JJFBS 1
Source
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ECONIS (ZBW) 1 EconStor 1 RePEc 1
Showing 1 - 3 of 3
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The application of different term-structure models to estimate South African real spot rate curve
Mashoene, Mmakganya; Doorasamy, Mishelle; Rajaram, Rajendra - In: International journal of finance & banking studies : JJFBS 10 (2021) 3, pp. 21-36
Persistent link: https://www.econbiz.de/10012616092
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Parametric yield curve modeling in an illiquid and undeveloped financial market
Zoricic, Davor; Orsag, Silvije - In: UTMS Journal of Economics 4 (2013) 3, pp. 243-252
This paper examines the possibility of applying two most popular parametric yield curve models (Nelson-Siegel and …
Persistent link: https://www.econbiz.de/10010435916
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Cover Image
PARAMETRIC YIELD CURVE MODELING IN AN ILLIQUID AND UNDEVELOPED FINANCIAL MARKET
Zoricic, Davor; Orsag, Silvije - In: UTMS Journal of Economics 4 (2013) 3, pp. 243-252
This paper examines the possibility of applying two most popular parametric yield curve models (Nelson-Siegel and …
Persistent link: https://www.econbiz.de/10010840552
Saved in:
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