The Constructing of Indonesian-treasury yied curve, corporate bond and shift analysis :: Application of Nelson-Siegel and Svensson Model
Saved in:
Main Authors: | , SOEDARSONO, Priyanto, , Supriyadi, Dr.,M.Sc |
---|---|
Format: | Theses and Dissertations NonPeerReviewed |
Published: |
[Yogyakarta] : Universitas Gadjah Mada
2005
|
Subjects: | |
Online Access: | https://repository.ugm.ac.id/70127/ http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=30992 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | Universitas Gadjah Mada |
Similar Items
-
Adaptive dynamic Nelson-Siegel term structure model with applications
by: Chen, Y., et al.
Published: (2016) -
A Dynamic Nelson-Siegel Factor Model with Financial System Indicators.
by: Chin Han Wei Jarrett
Published: (2018) -
Forecasting the Term Structure of Philippine Interest Rates Using the Dynamic Nelson-Siegel Model
by: De Lara-Tuprio, Elvira P, et al.
Published: (2017) -
Forecasting the Term Structure of Philippine Interest Rates Using the Dynamic Nelson-Siegel Model
by: Fernandez, Proceso L, Jr, et al.
Published: (2017) -
Quantum field theory of treasury bonds
by: Baaquie, B.E.
Published: (2014)