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Volumn 24, Issue 4, 2001, Pages 545-564

Modeling the term structure from the on-the-run treasury yield curve

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Indexed keywords


EID: 0037790039     PISSN: 02702592     EISSN: 14756803     Source Type: Journal    
DOI: 10.1111/j.1475-6803.2001.tb00830.x     Document Type: Article
Times cited : (4)

References (13)
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  • 2
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    • (1995) Fitting the term structure of interest rates with smoothing splines
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  • 6
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  • 7
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  • 11
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  • 12
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