A Theoretical Foundation for the Nelson–Siegel Class of Yield Curve Models
Version of Record online: 27 NOV 2013
Copyright © 2013 John Wiley & Sons, Ltd.
Journal of Applied Econometrics
Volume 30, Issue 1, pages 97–118, January/February 2015
How to Cite
2015), A Theoretical Foundation for the Nelson–Siegel Class of Yield Curve Models, J. Appl. Econ., 30, pages 97–118, doi: 10.1002/jae.2360(
- Issue online: 28 JAN 2015
- Version of Record online: 27 NOV 2013
- Manuscript Revised: 1 JUL 2013
- Manuscript Received: 5 MAR 2012
The JAE Data Archive directory is available at http://qed.econ.queensu.ca/jae/datasets/krippner001/
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