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Testing the Performance of Cubic Splines and Nelson-Siegel Model for Estimating the Zero-coupon Yield Curve Cover

Testing the Performance of Cubic Splines and Nelson-Siegel Model for Estimating the Zero-coupon Yield Curve

Naše gospodarstvo/Our economy
Volume 62 (2016): Issue 2 (June 2016)
By: Eva Lorenčič  
Open Access
|Jun 2016

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DOI: https://doi.org/10.1515/ngoe-2016-0011 | Journal eISSN: 2385-8052 | Journal ISSN: 0547-3101
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Language: English
Page range: 42 - 50
Submitted on: Dec 1, 2015
Accepted on: Mar 1, 2016
Published on: Jun 24, 2016
Published by: University of Maribor
In partnership with: Paradigm Publishing Services
Publication frequency: 4 issues per year
Keywords:
Cubic splines,
Nelson-Siegel,
yield curve,
zero-coupon bonds,
term structure of interest rates
Related subjects:
Business and economics,
Political economics,
Economic policy,
Business management,
Management, organization, corporate governance,
Mathematics and statistics for economists,
Statistics

© 2016 Eva Lorenčič, published by University of Maribor
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.

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