Yield Curve Estimation Based on Government Security Prices in the Croatian Financial Market

Zagreb International Review of Economics and Business

Volume 27 (2024): Issue 2 (November 2024)

By:

Zrinka Orlović, Davor Zoričić and Zrinka Lovretin Golubić

Open Access

|Dec 2024

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DOI: https://doi.org/10.2478/zireb-2024-0016 | Journal eISSN: 1849-1162 | Journal ISSN: 1331-5609

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Language: English

Page range: 27 - 41

Published on: Dec 5, 2024

Published by: University of Zagreb, Faculty of Economics & Business

In partnership with: Paradigm Publishing Services

Publication frequency: 2 issues per year

Keywords:

Nelson-Siegel model,

nonlinear optimization,

prices of government securities,

U.S. government securities

Related subjects:

Business and economics,

Political economics,

Macroeconomics,

Public finance and fiscal theory,

Business management,

Marketing, sales, customer relations,

Management, organization, corporate governance

© 2024 Zrinka Orlović, Davor Zoričić, Zrinka Lovretin Golubić, published by University of Zagreb, Faculty of Economics & Business
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.

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