Yield Curve In Bosnia And Herzegovina: Financial And Macroeconomic Framework
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Cited by:
- Dewundara Liyanage P. M. Rathnasingha & Kangara Pathirannehelage N. S. Dayarathne, 2021. "Constructing the Yield Curve for Sri Lankas Government Bond Market," International Journal of Business and Economic Affairs (IJBEA), Sana N. Maswadeh, vol. 6(1), pages 56-69.
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Keywords
Nelson-Siegel model; factor analysis; vector autoregression;All these keywords.
JEL classification:
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
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