A Theoretical Foundation for the Nelson–Siegel Class of Yield Curve Models

Publisher: John Wiley & Sons Inc

E-ISSN: 1099-1255|30|1|97-118

ISSN: 0883-7252

Source: JOURNAL OF APPLIED ECONOMETRICS, Vol.30, Iss.1, 2015-01, pp. : 97-118

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Abstract