Constructing a Yield Curve in a Market with Low Liquidity
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DOI: 10.31477/rjmf.201904.71
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References listed on IDEAS
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More about this item
Keywords
yield curve; Nelson-Siegel; Kazakhstan Stock Exchange; algorithm; reproducible; market liquidity; zero-coupon; government bond;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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