Open AccessAnalyzing China’s Term Structure of Interest Rates Using VAR and Nelson-Siegel Model
Author(s) -
Minjie Ding
Publication year - 2020
Publication title -
journal of mathematical finance
Language(s) - English
Resource type - Journals
eISSN - 2162-2434
pISSN - 2162-2442
DOI - 10.4236/jmf.2020.102015
Subject(s) - interest rate , affine term structure model , econometrics , yield curve , economics , term (time) , vector autoregression , macro , macroeconomics , computer science , physics , quantum mechanics , programming language
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