AbstractCzech government bonds market has experienced a peaceful development in recent years. The aim of this paper is to provide a comprehensive view on the market by the construction of yield curve model. This yield curve model has served to test the development of the implied interest yield rates and the differences to observed values
The diploma thesis deals with the characteristics and the behavior of yield curves and use of the yi...
We study the impact of economic policy uncertainty on the term structure of nominal interest rates. ...
Krivulja prinosa prikazuje vremensku strukturu kamatnih stopa te se sastavlja za nerizične obveznice...
AbstractCzech government bonds market has experienced a peaceful development in recent years. The ai...
The author estimates the Czech Treasury yield curve at a daily frequency from 1999 to the present. H...
The current work is devoted to estimating the term structure of interest rates based on a generalize...
The article investigate the accuracy and stability of quantitative models for modeling of the spot r...
This paper presents some results of the yield curve (YC) estimation method proposed in ([Sim]). We f...
The goal of this paper is to analyze the effect of OTC-DVP (over the counter delivery versus payment...
Práce je věnovaná výnosovým křivkám dluhopisů a jejich využitím v praxi s poukázáním na nové fenomén...
In practice, yield curves, i.e. plots of relation between yields and times to maturity for a group o...
This book is dedicated to the study of the term structures of the yields of zero-coupon bonds. The m...
The aim of this article is to provide a substantiated explanation of the shape of the yield curve in...
Despite powerful advances in yield curve modeling in the last twenty years, comparatively little att...
Among a myriad of existing financial assets, a zero-coupon bond stands out for its simplicity. This ...
The diploma thesis deals with the characteristics and the behavior of yield curves and use of the yi...
We study the impact of economic policy uncertainty on the term structure of nominal interest rates. ...
Krivulja prinosa prikazuje vremensku strukturu kamatnih stopa te se sastavlja za nerizične obveznice...
AbstractCzech government bonds market has experienced a peaceful development in recent years. The ai...
The author estimates the Czech Treasury yield curve at a daily frequency from 1999 to the present. H...
The current work is devoted to estimating the term structure of interest rates based on a generalize...
The article investigate the accuracy and stability of quantitative models for modeling of the spot r...
This paper presents some results of the yield curve (YC) estimation method proposed in ([Sim]). We f...
The goal of this paper is to analyze the effect of OTC-DVP (over the counter delivery versus payment...
Práce je věnovaná výnosovým křivkám dluhopisů a jejich využitím v praxi s poukázáním na nové fenomén...
In practice, yield curves, i.e. plots of relation between yields and times to maturity for a group o...
This book is dedicated to the study of the term structures of the yields of zero-coupon bonds. The m...
The aim of this article is to provide a substantiated explanation of the shape of the yield curve in...
Despite powerful advances in yield curve modeling in the last twenty years, comparatively little att...
Among a myriad of existing financial assets, a zero-coupon bond stands out for its simplicity. This ...
The diploma thesis deals with the characteristics and the behavior of yield curves and use of the yi...
We study the impact of economic policy uncertainty on the term structure of nominal interest rates. ...
Krivulja prinosa prikazuje vremensku strukturu kamatnih stopa te se sastavlja za nerizične obveznice...