Skip to contents Hong, Zhiwu [Author]; Wang, Zhenhan [Author]; Li, Xinda [Author] Foreign trade and China’s yield curve during the COVID-19 pandemic : an analysis based on an extended arbitrage-free Nelson–Siegel model Articles View online Schließen > Access ... to article via ScienceDirect (freely accessible) ... to article via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2024 Published in: Research in international business and finance ; 70(2024), 2 vom: Juni, Artikel-ID 102369, Seite 1-21 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 ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) 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 ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) 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 > Links ... to article 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 > Links ... to article 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 ... to article (freely accessible) ... to article via DOI (freely accessible) 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 ... to E-book via DOI (freely accessible) ... to E-book (PDF document ; freely accessible) 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 ... to E-book 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 ... to conference proceeding 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 ... to article via DOI (freely accessible) ... to article via Springer (PDF document ; freely accessible) 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 > Links ... to article 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 ... to E-book 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 ... to E-book via De Gruyter 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 ... to E-book 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 ... to E-book (freely accessible) 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 ... to E-book (freely accessible) 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 ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) 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 ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) 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 ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) 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 ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016]
Hong, Zhiwu [Author]; Wang, Zhenhan [Author]; Li, Xinda [Author] Foreign trade and China’s yield curve during the COVID-19 pandemic : an analysis based on an extended arbitrage-free Nelson–Siegel model Articles View online Schließen > Access ... to article via ScienceDirect (freely accessible) ... to article via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2024 Published in: Research in international business and finance ; 70(2024), 2 vom: Juni, Artikel-ID 102369, Seite 1-21
> Access ... to article via ScienceDirect (freely accessible) ... to article via DOI (freely accessible)
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 ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) 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 ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) 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 > Links ... to article 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 > Links ... to article 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 ... to article (freely accessible) ... to article via DOI (freely accessible) 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 ... to E-book via DOI (freely accessible) ... to E-book (PDF document ; freely accessible) 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 ... to E-book 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 ... to conference proceeding 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 ... to article via DOI (freely accessible) ... to article via Springer (PDF document ; freely accessible) 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 ... to article via DOI (freely accessible) ... to article via Springer (PDF document ; freely accessible)
Brignone, Riccardo [Author]; Gerhart, Christoph [Author]; Lütkebohmert, Eva [Author] Arbitrage-free Nelson–Siegel model for multiple yield curves Articles View online Schließen > Links ... to article 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 ... to E-book 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 ... to E-book via De Gruyter 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 ... to E-book 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 ... to E-book (freely accessible) 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 ... to E-book (freely accessible) 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 ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) 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 ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) 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 ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) 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 ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016]
> Media type Skip to next facet Articles (33) Wert ausschließen Books (20) Wert ausschließen Conference Proceedings (1) Wert ausschließen Show more show less
> Rights information Skip to next facet Attribution (CC BY) (2) Wert ausschließen Attribution - Non Commercial - No Derivs (CC BY-NC-ND) (1) Wert ausschließen Show more show less
> Access State Skip to next facet Open Access (27) Wert ausschließen Restricted Access (1) Wert ausschließen Without Specification (26) Wert ausschließen Show more show less
> Language Skip to next facet English (52) Wert ausschließen Not determined (2) Wert ausschließen Show more show less
> Subject Skip to next facet Economics (14) Wert ausschließen Chemistry and pharmacology (13) Wert ausschließen Sociology (7) Wert ausschließen Mathmatics (4) Wert ausschließen General (1) Wert ausschließen Show more show less
> Creator Skip to next facet Rudebusch, Glenn D. (13) Wert ausschließen Diebold, Francis X. (10) Wert ausschließen Christensen, Jens Henrik Eggert (9) Wert ausschließen Niu, Linlin (7) Wert ausschließen Zeng, Gengming (7) Wert ausschließen Eghbalzadeh, Ramin (6) Wert ausschließen Gaillardetz, Patrice (6) Wert ausschließen Godin, Frédéric (6) Wert ausschließen Brignone, Riccardo (4) Wert ausschließen Coroneo, Laura (4) Wert ausschließen Gerhart, Christoph (4) Wert ausschließen Hong, Zhiwu (4) Wert ausschließen Lopez, Jose A. (4) Wert ausschließen Nyholm, Ken (4) Wert ausschließen Vidova-Koleva, Rositsa (4) Wert ausschließen Brand, Claus (3) Wert ausschließen Lemke, Wolfgang (3) Wert ausschließen Lütkebohmert, Eva (3) Wert ausschließen Caldeira, João F. (2) Wert ausschließen Chen, Rui (2) Wert ausschließen Christensen, Jens H. E. (2) Wert ausschließen Du, Ke (2) Wert ausschließen Goy, Gavin (2) Wert ausschließen Lee, Sang-Heon (2) Wert ausschließen Li, Canlin (2) Wert ausschließen Mouabbi, Sarah (2) Wert ausschließen Moura, Guilherme V. (2) Wert ausschließen National Bureau of Economic Research (2) Wert ausschließen Tourrucôo, Fabricio (2) Wert ausschließen Zhu, Xiaoneng (2) Wert ausschließen Christensen, Jens H.E (1) Wert ausschließen Christensen, Jens H.E. (1) Wert ausschließen Christensen, Nicolaj H. (1) Wert ausschließen Dong, Xiaoyang Sean (1) Wert ausschließen Doorasamy, Mishelle (1) Wert ausschließen Goy, Gavin W (1) Wert ausschließen Ishii, Hokuto (1) Wert ausschließen Li, Xinda (1) Wert ausschließen Luetkebohmert, Eva (1) Wert ausschließen Mashoene, Mmakganya (1) Wert ausschließen Nysteen, Anders (1) Wert ausschließen Ohnishi, Masamitsu (1) Wert ausschließen Pedersen, Niklas B. D. (1) Wert ausschließen Rajaram, Rajendra (1) Wert ausschließen Santos, André A. P. (1) Wert ausschließen Santos, André A.P. (1) Wert ausschließen Sim, Dara (1) Wert ausschließen Steeley, James M. (1) Wert ausschließen Ullah, Wali (1) Wert ausschließen Wang, Zhenhan (1) Wert ausschließen Zhang, Hong-An (1) Wert ausschließen Show more show less
> Collection Skip to next facet Verbunddaten SWB (20) Wert ausschließen Lizenzfreie Online-Ressourcen (19) Wert ausschließen Elsevier BV (CrossRef) (18) Wert ausschließen BASE - Bielefeld Academic Search Engine (7) Wert ausschließen EconStor (German National Library of Economics, ZBW) (7) Wert ausschließen Springer Science and Business Media LLC (CrossRef) (4) Wert ausschließen Emerald (CrossRef) (2) Wert ausschließen Cambridge University Press (CUP) (CrossRef) (1) Wert ausschließen Informa UK Limited (CrossRef) (1) Wert ausschließen Oxford University Press (OUP) (CrossRef) (1) Wert ausschließen Show more show less