Browsing by Subject yield curve
Showing results 1 to 2 of 2
Issue Date | Title | Author(s) |
---|---|---|
1-Oct-2020 | Macroprudential Policy, Monetary Policy and the Bank Interest Rate Margin | Davis, EP; Karim, D; Noel, D |
19-Mar-2014 | A shape-based decomposition of the yield adjustment term in the arbitrage-free Nelson and Siegel (AFNS) model of the yield curve | Steeley, JM |