Yield curve estimation in the Philippine secondary bond market
The term structure of interest rates is considered as one of the most important factors in the capital market and probably in the economy. As it gives out the necessary information for valuing future cash flows, measuring economic expectations and testing the effectiveness of monetary policy decisio...
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Format: | text |
Language: | English |
Published: |
Animo Repository
2018
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Subjects: | |
Online Access: | https://animorepository.dlsu.edu.ph/etd_masteral/5512 https://animorepository.dlsu.edu.ph/context/etd_masteral/article/12350/viewcontent/CDTG007595_Partial.pdf |
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Institution: | De La Salle University |
Language: | English |