Fitting term structure of interest rates using B-splines: The case of Taiwanese Government bonds

Applied Financial Economics

Volumn 12, Issue 1, 2002, Pages 57-75

  Lin, Bing Huei ^a  

^a NATIONAL TAIWAN UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Taiwan)

Author keywords

[No Author keywords available]

Indexed keywords

CAPITAL MARKET; INTEREST RATE; METHODOLOGY;

TAIWAN;

EID: 0036173168     PISSN: 09603107     EISSN: None     Source Type: Journal    
DOI: 10.1080/09603100110088058     Document Type: Article

References (34)

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