Affine arbitrage-free yield net models with application to the euro debt crisis (Q2155317)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Affine arbitrage-free yield net models with application to the euro debt crisis |
scientific article; zbMATH DE number 7557284
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Affine arbitrage-free yield net models with application to the euro debt crisis |
scientific article; zbMATH DE number 7557284 |
Statements
Affine arbitrage-free yield net models with application to the euro debt crisis (English)
0 references
15 July 2022
0 references
term structure models
0 references
European debt crisis
0 references
liquidity risk
0 references
sovereign credit risk
0 references
Nelson-Siegel factors
0 references
0.8552774
0 references
0.85350406
0 references
0.85115963
0 references
0.84968865
0 references
0.8474908
0 references
0 references
0.8445642
0 references
