Skip to contents Eghbalzadeh, Ramin [Author]; Godin, Frédéric [Author]; Gaillardetz, Patrice [Author] Swaption Pricing under the Discrete-Time Arbitrage-Free Nelson-Siegel Model Books View online Schließen > Access https://ssrn.com/abstract=4397962 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2023] Eghbalzadeh, Ramin [Author]; Godin, Frédéric [Author]; Gaillardetz, Patrice [Author] The discrete-time arbitrage-free Nelson–Siegel model : a closed-form solution and applications to mixed funds representation Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=4263048 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2022 Caldeira, João F. [Author]; Moura, Guilherme V. [Author]; Santos, André A. P. [Author]; Tourrucôo, Fabricio [Author] Forecasting the yield curve with the arbitrage-free dynamic Nelson-Siegel model: Brazilian evidence Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Amsterdam: Elsevier, 2016 Ishii, Hokuto [Author] Forecasting term structure of interest rates in Japan Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Basel: MDPI, 2019 Mashoene, Mmakganya [Author]; Doorasamy, Mishelle [Author]; Rajaram, Rajendra [Author] The application of different term-structure models to estimate South African real spot rate curve Articles View online Schließen > Access Full access (via DOI) http://www.ssbfnet.com/ojs/index.php/ijfbs/article/view/1278/944 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2021 Published in: International journal of finance & banking studies ; 10(2021), 3 vom: Juli, Seite 21-36 Brand, Claus [Author]; Goy, Gavin [Author]; Lemke, Wolfgang [Author] Natural rate chimera and bond pricing reality Books View online Schließen > Access Full access (via DOI) https://www.ecb.europa.eu/pub/pdf/scpwps/ecb.wp2612~672f094742.en.pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Frankfurt am Main, Germany: European Central Bank, [2021] Published in: Europäische Zentralbank: Working paper series ; 2612 Brand, Claus [Author]; Goy, Gavin [Author]; Lemke, Wolfgang [Author] Natural rate chimera and bond pricing reality Books View online Schließen > Links http://hdl.handle.net/10419/249885 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Frankfurt a. M.: European Central Bank (ECB), 2021 Brand, Claus [Author]; Goy, Gavin W [Author]; Lemke, Wolfgang [Author] Natural rate chimera and bond pricing reality Conference Proceedings View online Schließen > Links http://hdl.handle.net/10419/224546 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Kiel, Hamburg: ZBW - Leibniz Information Centre for Economics, 2020 Brignone, Riccardo [Author]; Gerhart, Christoph [Author]; Lütkebohmert, Eva [Author] Arbitrage-free Nelson-Siegel model for multiple yield curves Articles View online Schließen > Access Full access (via DOI) https://link.springer.com/content/pdf/10.1007/s11579-021-00308-y.pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2022 Published in: Mathematics and financial economics ; 16(2022), 2 vom: Apr., Seite 239-266 Brignone, Riccardo [Author]; Gerhart, Christoph [Author]; Lütkebohmert, Eva [Author] Arbitrage-free Nelson–Siegel model for multiple yield curves Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Berlin, Heidelberg: Springer, 2021 Coroneo, Laura [Author]; Nyholm, Ken [Author]; Vidova-Koleva, Rositsa [Author] How arbitrage-free is the Nelson-Siegel Model? Books View online Schließen > Links http://hdl.handle.net/10419/153308 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Frankfurt a. M.: European Central Bank (ECB), 2008 Rudebusch, Glenn D. [Author]; Diebold, Francis X. [Author] Yield Curve Modeling and Forecasting : The Dynamic Nelson-Siegel Approach Books View online Schließen > Access https://www.degruyter.com/isbn/9781400845415 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Princeton, N.J.: Princeton University Press, 2013 ; 2013 Published in: The Econometric and Tinbergen Institutes Lectures Christensen, Nicolaj H. [Author]; Nysteen, Anders [Author]; Pedersen, Niklas B. D. [Author] Modelling Danish government bond yields in a low-rate environment Books View online Schließen > Links http://hdl.handle.net/10419/171800 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Copenhagen: Danmarks Nationalbank, 2016 Christensen, Jens Henrik Eggert [Author]; Diebold, Francis X. [Author]; Rudebusch, Glenn D. [Author] An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model Books View online Schließen > Access https://ssrn.com/abstract=1297693 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2021] Published in: NBER Working Paper ; No. w14463 Brignone, Riccardo [Author]; Gerhart, Christoph [Author]; Luetkebohmert, Eva [Author] Arbitrage-Free Nelson-Siegel Model for Multiple Yield Curves Books View online Schließen > Access https://ssrn.com/abstract=3922827 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2021] Coroneo, Laura [Author]; Nyholm, Ken [Author]; Vidova-Koleva, Rositsa [Author] How Arbitrage-Free is the Nelson-Siegel Model? Books View online Schließen > Access https://ssrn.com/abstract=1091123 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2021] Published in: ECB Working Paper ; No. 874 Christensen, Jens H.E [Author] ; Diebold, Francis X. [Other]; Rudebusch, Glenn D. [Other] National Bureau of Economic Research An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model Books View online Schließen > Access http://www.nber.org/papers/w14463 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Cambridge, Mass: National Bureau of Economic Research, November 2008 Published in: NBER working paper series ; no. w14463 Hong, Zhiwu [Author] ; Niu, Linlin [Other]; Zeng, Gengming [Other] Discrete-Time Arbitrage-Free Nelson-Siegel Term Structure Model and Application Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2731041 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016] Niu, Linlin [Author] ; Zeng, Gengming [Other] The Discrete-Time Framework of the Arbitrage-Free Nelson-Siegel Class of Term Structure Models Books View online Schließen > Access https://ssrn.com/abstract=2015858 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016] Li, Canlin [Author] ; Niu, Linlin [Other]; Zeng, Gengming [Other] A Generalized Arbitrage-Free Nelson-Siegel Term Structure Model with Macroeconomic Fundamentals Books View online Schließen > Access https://ssrn.com/abstract=1787262 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2012]
Eghbalzadeh, Ramin [Author]; Godin, Frédéric [Author]; Gaillardetz, Patrice [Author] Swaption Pricing under the Discrete-Time Arbitrage-Free Nelson-Siegel Model Books View online Schließen > Access https://ssrn.com/abstract=4397962 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2023]
Eghbalzadeh, Ramin [Author]; Godin, Frédéric [Author]; Gaillardetz, Patrice [Author] The discrete-time arbitrage-free Nelson–Siegel model : a closed-form solution and applications to mixed funds representation Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=4263048 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2022
Caldeira, João F. [Author]; Moura, Guilherme V. [Author]; Santos, André A. P. [Author]; Tourrucôo, Fabricio [Author] Forecasting the yield curve with the arbitrage-free dynamic Nelson-Siegel model: Brazilian evidence Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Amsterdam: Elsevier, 2016
Ishii, Hokuto [Author] Forecasting term structure of interest rates in Japan Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Basel: MDPI, 2019
Mashoene, Mmakganya [Author]; Doorasamy, Mishelle [Author]; Rajaram, Rajendra [Author] The application of different term-structure models to estimate South African real spot rate curve Articles View online Schließen > Access Full access (via DOI) http://www.ssbfnet.com/ojs/index.php/ijfbs/article/view/1278/944 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2021 Published in: International journal of finance & banking studies ; 10(2021), 3 vom: Juli, Seite 21-36
> Access Full access (via DOI) http://www.ssbfnet.com/ojs/index.php/ijfbs/article/view/1278/944 Show more show less
Brand, Claus [Author]; Goy, Gavin [Author]; Lemke, Wolfgang [Author] Natural rate chimera and bond pricing reality Books View online Schließen > Access Full access (via DOI) https://www.ecb.europa.eu/pub/pdf/scpwps/ecb.wp2612~672f094742.en.pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Frankfurt am Main, Germany: European Central Bank, [2021] Published in: Europäische Zentralbank: Working paper series ; 2612
> Access Full access (via DOI) https://www.ecb.europa.eu/pub/pdf/scpwps/ecb.wp2612~672f094742.en.pdf Show more show less
Brand, Claus [Author]; Goy, Gavin [Author]; Lemke, Wolfgang [Author] Natural rate chimera and bond pricing reality Books View online Schließen > Links http://hdl.handle.net/10419/249885 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Frankfurt a. M.: European Central Bank (ECB), 2021
Brand, Claus [Author]; Goy, Gavin W [Author]; Lemke, Wolfgang [Author] Natural rate chimera and bond pricing reality Conference Proceedings View online Schließen > Links http://hdl.handle.net/10419/224546 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Kiel, Hamburg: ZBW - Leibniz Information Centre for Economics, 2020
Brignone, Riccardo [Author]; Gerhart, Christoph [Author]; Lütkebohmert, Eva [Author] Arbitrage-free Nelson-Siegel model for multiple yield curves Articles View online Schließen > Access Full access (via DOI) https://link.springer.com/content/pdf/10.1007/s11579-021-00308-y.pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2022 Published in: Mathematics and financial economics ; 16(2022), 2 vom: Apr., Seite 239-266
> Access Full access (via DOI) https://link.springer.com/content/pdf/10.1007/s11579-021-00308-y.pdf Show more show less
Brignone, Riccardo [Author]; Gerhart, Christoph [Author]; Lütkebohmert, Eva [Author] Arbitrage-free Nelson–Siegel model for multiple yield curves Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Berlin, Heidelberg: Springer, 2021
Coroneo, Laura [Author]; Nyholm, Ken [Author]; Vidova-Koleva, Rositsa [Author] How arbitrage-free is the Nelson-Siegel Model? Books View online Schließen > Links http://hdl.handle.net/10419/153308 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Frankfurt a. M.: European Central Bank (ECB), 2008
Rudebusch, Glenn D. [Author]; Diebold, Francis X. [Author] Yield Curve Modeling and Forecasting : The Dynamic Nelson-Siegel Approach Books View online Schließen > Access https://www.degruyter.com/isbn/9781400845415 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Princeton, N.J.: Princeton University Press, 2013 ; 2013 Published in: The Econometric and Tinbergen Institutes Lectures
Christensen, Nicolaj H. [Author]; Nysteen, Anders [Author]; Pedersen, Niklas B. D. [Author] Modelling Danish government bond yields in a low-rate environment Books View online Schließen > Links http://hdl.handle.net/10419/171800 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Copenhagen: Danmarks Nationalbank, 2016
Christensen, Jens Henrik Eggert [Author]; Diebold, Francis X. [Author]; Rudebusch, Glenn D. [Author] An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model Books View online Schließen > Access https://ssrn.com/abstract=1297693 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2021] Published in: NBER Working Paper ; No. w14463
Brignone, Riccardo [Author]; Gerhart, Christoph [Author]; Luetkebohmert, Eva [Author] Arbitrage-Free Nelson-Siegel Model for Multiple Yield Curves Books View online Schließen > Access https://ssrn.com/abstract=3922827 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2021]
Coroneo, Laura [Author]; Nyholm, Ken [Author]; Vidova-Koleva, Rositsa [Author] How Arbitrage-Free is the Nelson-Siegel Model? Books View online Schließen > Access https://ssrn.com/abstract=1091123 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2021] Published in: ECB Working Paper ; No. 874
Christensen, Jens H.E [Author] ; Diebold, Francis X. [Other]; Rudebusch, Glenn D. [Other] National Bureau of Economic Research An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model Books View online Schließen > Access http://www.nber.org/papers/w14463 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Cambridge, Mass: National Bureau of Economic Research, November 2008 Published in: NBER working paper series ; no. w14463
Hong, Zhiwu [Author] ; Niu, Linlin [Other]; Zeng, Gengming [Other] Discrete-Time Arbitrage-Free Nelson-Siegel Term Structure Model and Application Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2731041 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016]
Niu, Linlin [Author] ; Zeng, Gengming [Other] The Discrete-Time Framework of the Arbitrage-Free Nelson-Siegel Class of Term Structure Models Books View online Schließen > Access https://ssrn.com/abstract=2015858 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016]
Li, Canlin [Author] ; Niu, Linlin [Other]; Zeng, Gengming [Other] A Generalized Arbitrage-Free Nelson-Siegel Term Structure Model with Macroeconomic Fundamentals Books View online Schließen > Access https://ssrn.com/abstract=1787262 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2012]
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