Estimation of term structure of interest rates using regression analysis

97 p.

Saved in:
Bibliographic Details
Main Author: Tay Wei Chye, Chew Su-Lin Felicia, Ong Lay See
Other Authors: Tan Kok Hui
Format: Final Year Project
Published: 2014
Subjects:
Online Access:http://hdl.handle.net/10356/57954
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: Nanyang Technological University
id sg-ntu-dr.10356-57954
record_format dspace
spelling 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