Exponentials, Polynomials, and Fourier Series: More Yield Curve Modelling at the Bank of Canada-Reference-Cited by-同舟云学术

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Exponentials, Polynomials, and Fourier Series: More Yield Curve Modelling at the Bank of Canada

Published:2002 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Bolder David Jamieson,Gusba Scott

Publisher

Elsevier BV

Reference37 articles.

1. Prices: Consumer prices: national weights (Edition 2015)

2. Testing Term Structure Estimation Methods;R R Bliss;Federal Reserve Bank of Atlanta: Working Paper,1996

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