Analyzing the Term Structure of Interest Rates using the Dynamic Nelson-Siegel Model with Time-Varying Parameters∗ Siem Jan Koopman (a,c) Max I.P. Mallee (a) Michel van der Wel (b,c) (a)

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Date: 2011-09-21 09:16:11		Analyzing the Term Structure of Interest Rates using the Dynamic Nelson-Siegel Model with Time-Varying Parameters∗ Siem Jan Koopman (a,c) Max I.P. Mallee (a) Michel van der Wel (b,c) (a) Add to Reading List Source URL: creates.au.dk Download Document from Source Website File Size: 477,19 KB Share Document on Facebook