Municipal Bond Pricing: A Data Driven Method
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- Sreèko Devjak, 2020. "Integrity of the benchmark price for price testing of US municipal bonds," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, vol. 38(1), pages 215-235.
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Keywords
municipal bonds; yield curves; nonparametric Bayesian; hierarchical model; sparse data;All these keywords.
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