Vield curve construction using government bonds in the Czech republic
Year of publication: |
2007
|
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Authors: | Málek, Jiří ; Radová, Jarmila ; Štěrba, Filip |
Published in: |
Politická ekonomie. - Vysoká Škola Ekonomická v Praze, ISSN 0032-3233. - Vol. 2007.2007, 6, p. 792-808
|
Publisher: |
Vysoká Škola Ekonomická v Praze |
Subject: | term structure of interest rates | Czech Republic | yield curve | government bonds | estimation of parametric functions | market expectations |
Extent: | text/html |
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Type of publication: | Article |
Language: | Czech |
Classification: | C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; C63 - Computational Techniques ; G10 - General Financial Markets. General ; G12 - Asset Pricing |
Source: |
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