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Search: subject:"parametric yield curve models"
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illiquidity
3
parametric yield curve models
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Orsag, Silvije
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Zoricic, Davor
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Mashoene, Mmakganya
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Rajaram, Rajendra
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UTMS Journal of Economics
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International journal of finance & banking studies : JJFBS
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UTMS journal of economics / University of Tourism and Management : international, multidisciplinary journal for the area of south and southeastern Europe
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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
Saved in:
2
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
Saved in:
3
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:
4
Parametric yield curve modeling in an illiquid and undeveloped financial market
Zoricic, Davor
;
Orsag, Silvije
- In:
UTMS journal of economics / University of Tourism and …
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/10010222884
Saved in:
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