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A cross-sectional application of the Nelson-Siegel-Svensson model to several negative yield cases

Published Online: 2019-03-18

Published Print: 2019-01-01

Authors

Garcia, Maria Teresa Medeiros

Carvalho, Vítor Hugo Ferreira https://orcid.org/0000-0001-8913-8062
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Version of Record valid from 2019-01-01
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Peer Review Statement: The publishing and review policy for this title is described in its Aims & Scope.

Aim & Scope: http://www.tandfonline.com/action/journalInformation?show=aimsScope&journalCode=oaef20

Publication History

Received: 2018-10-15

Accepted: 2019-02-11

Published: 2019-03-18

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