Zoricic, Davor; Badurina, Marko - In: UTMS journal of economics / University of Tourism and … 4 (2013) 2, pp. 113-125
The paper examines the possibility of yield curve estimation in the illiquid Croatian financial market using the parametric Nelson-Siegel model. Furthermore bond trading strategies are being discussed regarding the estimated model parameters. Research findings suggest a minimum of 5 data points...