Exponentials, Polynomials, and Fourier Series: More Yield Curve Modelling at the Bank of Canada

By D. Bolder, Scott Gusba. 2002

65 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/01ba71218cb3f8bf76f72a9310750c698f175ce9