Global yield curve dynamics and interactions: a dynamic Nelson-Siegel approach (Q299229)
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scientific article; zbMATH DE number 6596374
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| English | Global yield curve dynamics and interactions: a dynamic Nelson-Siegel approach |
scientific article; zbMATH DE number 6596374 |
Statements
Global yield curve dynamics and interactions: a dynamic Nelson-Siegel approach (English)
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22 June 2016
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term structure
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interest rate
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dynamic factor model
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global yield
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world yield
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bond market
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0.7834841012954712
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0.7749146223068237
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0.7688353061676025
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0.7674473524093628
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0.7578537464141846
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