Additional Metadata
Keywords Rotated Nelson-Siegel; Arbitrage-Free; Canonical framework; Quantitative Easing; Bayesian Markov Chain Monte Carlo; Scarcity Channel
Thesis Advisor Wel, M. van der
Persistent URL hdl.handle.net/2105/52817
Series Econometrie
Citation
Dasler, G.J. van. (2020, August 25). Modelling of the Yield Curve as a New Twist Changed the Plot. Econometrie. Retrieved from http://hdl.handle.net/2105/52817