Nelson-Siegel Model Approach to the Euro Area Yield Curves
In this paper Nelson-Siegel model has been examined. The main purpose of this paper is to fit the best Nelson-Siegel model to the Euro Area yield curves and to compare with Lithuanian yields in order to draw conclusions about readiness of Lithuania to join the Euro Area. In order to succeed in achi...
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| Format: | Article |
| Language: | English |
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Lietuvos statistikų sąjunga, Lietuvos statistikos departamentas
2017-12-01
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| Series: | Lithuanian Journal of Statistics |
| Subjects: | |
| Online Access: | https://www.journals.vu.lt/statisticsjournal/article/view/13671 |