Work

A Theoretical Foundation for the Nelson-Siegel Class of Yield Curve Models

Year: 2013

Type: article

Source: Journal of Applied Econometrics

DOI: 10.1002/jae.2360

Author: Leo Krippner

Institution: Reserve Bank of New Zealand

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1993567309

FWCI: 2.906

Cites: 57

Cited by: 30

Related to: 10