Estimating the term structure of interest rates with simple and complex functional forms
Subtitle: Nelson & Siegel vs. Longstaff & Schwartz
By: by Magnus Dahlquist and Lars E.O. Svensson.
Contributors: Svensson, Lars E.O.
Series: International economics seminar paper series / Stockholm University, Institute for International Economic Studies -- no.565; International economics seminar paper (Stockholm University, Institute for International Economic Studies) -- no.565.
Publisher: Stockholm University, Institute for International Economic Studies
Published: 1994
Place of publication: Stockholm
Language: eng