Robust term structure estimation in developed and emerging markets
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DOI: 10.1007/s10479-016-2282-5
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Citations
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Cited by:
- Lapshin, Victor & Sohatskaya, Sofia, 2020.
"Choosing the weighting coefficients for estimating the term structure from sovereign bonds,"
International Review of Economics & Finance, Elsevier, vol. 70(C), pages 635-648.
- Victor Lapshin & Sofia Sokhatskaya, 2018. "Choosing The Weighting Coefficients For Estimating The Term Structure From Sovereign Bonds," HSE Working papers WP BRP 73/FE/2018, National Research University Higher School of Economics.
- Carlos Castro-Iragorri & Juan Felipe Peña & Cristhian Rodríguez, 2021. "A Segmented and Observable Yield Curve for Colombia," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 10(2), pages 179-200.
- Mariya Gubareva & Maria Rosa Borges, 2022. "Governed by the cycle: interest rate sensitivity of emerging market corporate debt," Annals of Operations Research, Springer, vol. 313(2), pages 991-1019, June.
- Fan, Di & Lo, Chris K.Y. & Zhou, Yi, 2021. "Sustainability risk in supply bases: The role of complexity and coupling," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 145(C).
- Joel R. Barber, 2021. "Empirical analysis of term structure shifts," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 45(2), pages 360-371, April.
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Keywords
Term structure; Nelson–Siegel–Svensson; Particle swarm optimization; Robust estimation;All these keywords.
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