Results 81 to 90 of about 9,714 (91)

A cross-sectional application of the Nelson-Siegel-Svensson model to several negative yield cases

Cogent Economics and Finance, 2019
Maria Teresa Medeiros Garcia, Vitor Hugo Ferreira Carvalho, Damir Tokic   +2 more
exaly  

Curva de juros brasileira e modelos da classe Nelson-Siegel

openaire   +1 more source

A shape-based decomposition of the yield adjustment term in the arbitrage-free Nelson and Siegel (AFNS) model of the yield curve

Applied Financial Economics, 2014
James M Steeley
exaly  

A Note on the Nelson-Siegel Family

Mathematical Finance, 1999
exaly  

The Nelson–Siegel–Svensson No-Arbitrage Yield Curve Model

2019
Gennady A Medvedev, Medvedev Gennady A
exaly  

Analyzing China’s Term Structure of Interest Rates Using VAR and Nelson-Siegel Model

Journal of Mathematical Finance, 2020
exaly  

Forecasting and trading monetary policy effects on the riskless yield curve with regime switching Nelson–Siegel models

Journal of Economic Dynamics and Control, 2019
Massimo Guidolin, Manuela Pedio
exaly  

Term Structure Modeling and Forecasting Using the Nelson-Siegel Model

2015
Hua Jian
exaly  

Revisiting the fitting of the Nelson–Siegel and Svensson models

Optimization
Jörg Fliege, Ralf Werner
exaly  

Estimating and Forecasting a Term Structure of Interest Rates with State-Space Nelson-Siegel Model

Journal of Derivatives and Quantitative Studies, 2011
exaly