Least-squares construction of the yield curves for Italian government securities, 1957-1967. Part I

This is the first part of a study on the least-squares construction of the yield curves for Italian government securities from 1957 to 1967, in which the author provides a general introduction to the Italian financial system and the initial results. In the first section of the paper the author provi...

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Bibliographic Details
Main Author: R.S. MASERA
Format: Article
Language:English
Published: Associazione Economia civile 2014-03-01
Series:PSL Quarterly Review
Subjects:
Online Access:https://rosa.uniroma1.it/rosa04/psl_quarterly_review/article/view/11739