Yield Curve Estimation Based on Government Security Prices in the Croatian Financial Market
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Abstract
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DOI: 10.2478/zireb-2024-0016
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References listed on IDEAS
- Ganchev, Alexander, 2009. "Modeling the yield curve of spot interest rates under the conditions in Bulgaria," MPRA Paper 70048, University Library of Munich, Germany.
- Zoricic, Davor & Badurina, Marko, 2013. "Nelson-Siegel Yield Curve Model Estimation And The Yield Curve Trading In The Croatian Financial Market," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, vol. 4(2), pages 113-125.
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More about this item
Keywords
Nelson-Siegel model; nonlinear optimization; prices of government securities; U.S. government securities;All these keywords.
JEL classification:
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- G1 - Financial Economics - - General Financial Markets
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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