Forecasting the Yield Curve in a Data-Rich Environment Using the Factor-Augmented Nelson-Siegel Model

Research output: Book/Report/Inaugural speech/Farewell speechReportAcademic

Original languageEnglish
Place of PublicationRotterdam
Number of pages22
EditionEI reprint serie EI-1598
Publication statusPublished - 2013

Research programs

  • EUR ESE 31

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