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Estimation of the term structure of interest rates: an international perspective

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Author Info
Pham, Toan M.
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File URL: http://www.sciencedirect.com/science/article/B6VGV-3V72VC3-B/2/92558379495a6533a01ee7e899dcba1e
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Article provided by Elsevier in its journal Journal of Multinational Financial Management.

Volume (Year): 8 (1998)
Issue (Month): 2-3 (September)
Pages: 265-283
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Handle: RePEc:eee:mulfin:v:8:y:1998:i:2-3:p:265-283

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Web page: http://www.elsevier.com/locate/mulfin

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  1. Leo Krippner, 2003. "Modelling the Yield Curve with Orthonormalised Laguerre Polynomials: A Consistent Cross-Sectional and Inter-Temporal Approach," Working Papers in Economics 03/02, University of Waikato, Department of Economics. [Downloadable!]
  2. Leo Krippner, 2008. "A Macroeconomic Foundation for the Nelson and Siegel Class of Yield Curve Models," Research Paper Series 226, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
  3. Laurini, Márcio P. & Moura, Marcelo, 2007. "Constrained Smoothing Splines for the Term Structure of Interest Rates," Ibmec Working Papers wpe_98, Ibmec Working Paper, Ibmec São Paulo. [Downloadable!]
  4. Leo Krippner, 2005. "Investigating the Relationships between the Yield Curve, Output and Inflation using an Arbitrage-Free Version of the Nelson and Siegel Class of Yield Curve Models," Working Papers in Economics 05/02, University of Waikato, Department of Economics. [Downloadable!]
  5. Leo Krippner, 2005. "A New Framework for Yield Curve, Output and Inflation Relationships," Working Papers in Economics 05/07, University of Waikato, Department of Economics. [Downloadable!]
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This page was last updated on 2009-12-3.

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