Estimation of term structure of interest rates using regression analysis
97 p.
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| 格式: | Final Year Project |
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2014
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| 在線閱讀: | http://hdl.handle.net/10356/57954 |
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| 機構: | Nanyang Technological University |
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sg-ntu-dr.10356-579542023-05-19T06:09:04Z Estimation of term structure of interest rates using regression analysis Tay Wei Chye, Chew Su-Lin Felicia, Ong Lay See Tan Kok Hui Nanyang Business School DRNTU::Business::Finance::Interest rates 97 p. This applied research project attempts to estimate the term structure of interest rates using regression analysis. This is done by applying the term structure estimation models of J Huston McCulloch (1971), and M.E. Echols & J.W. Elliott (1976), followed by studying the goodness of fit of the data points around the regression line. BUSINESS 2014-04-07T11:09:19Z 2014-04-07T11:09:19Z 1997 1997 Final Year Project (FYP) http://hdl.handle.net/10356/57954 Nanyang Technological University application/pdf |
| institution |
Nanyang Technological University |
| building |
NTU Library |
| continent |
Asia |
| country |
Singapore Singapore |
| content_provider |
NTU Library |
| collection |
DR-NTU |
| topic |
DRNTU::Business::Finance::Interest rates |
| spellingShingle |
DRNTU::Business::Finance::Interest rates Tay Wei Chye, Chew Su-Lin Felicia, Ong Lay See Estimation of term structure of interest rates using regression analysis |
| description |
97 p. |
| author2 |
Tan Kok Hui |
| author_facet |
Tan Kok Hui Tay Wei Chye, Chew Su-Lin Felicia, Ong Lay See |
| format |
Final Year Project |
| author |
Tay Wei Chye, Chew Su-Lin Felicia, Ong Lay See |
| author_sort |
Tay Wei Chye, Chew Su-Lin Felicia, Ong Lay See |
| title |
Estimation of term structure of interest rates using regression analysis |
| title_short |
Estimation of term structure of interest rates using regression analysis |
| title_full |
Estimation of term structure of interest rates using regression analysis |
| title_fullStr |
Estimation of term structure of interest rates using regression analysis |
| title_full_unstemmed |
Estimation of term structure of interest rates using regression analysis |
| title_sort |
estimation of term structure of interest rates using regression analysis |
| publishDate |
2014 |
| url |
http://hdl.handle.net/10356/57954 |
| _version_ |
1770567272374468608 |