Exponentials, Polynomials, and Fourier Series: More Yield Curve Modelling at the Bank of Canada
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More about this item
KeywordsInterest rates; Econometric and statistical methods; Financial markets;
- C0 - Mathematical and Quantitative Methods - - General
- C6 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling
- E4 - Macroeconomics and Monetary Economics - - Money and Interest Rates
- G1 - Financial Economics - - General Financial Markets
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