Showing 1 - 10 of 35
We bootstrapped spot rates for Argentinean and U.S. federal government debt instruments, and fitted them with smoothing cubic splines, a non-parametric method, to estimate the term structure of interest rates. When estimating the term structure one must decide how close should the data be...
Persistent link: https://www.econbiz.de/10005034860
Persistent link: https://www.econbiz.de/10001157039
Persistent link: https://www.econbiz.de/10001071543
Persistent link: https://www.econbiz.de/10001087602
Persistent link: https://www.econbiz.de/10001434389
Persistent link: https://www.econbiz.de/10001443888
Persistent link: https://www.econbiz.de/10000869803
Persistent link: https://www.econbiz.de/10001339116
Persistent link: https://www.econbiz.de/10001339117
Persistent link: https://www.econbiz.de/10001211837