Forecasting the South African Real Spot-rate Curve During Covid-19 Stress
Purpose: The aim of this study is to investigate the performance of forecasting the South African real spot rate curve using different mathematical term-structure models during the Covid-19 period. This study follows previous studies by Reid (2009) and Mashoene et al., 2021) where dynamic term-stru...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
CSRC Publishing
2023-09-01
|
| Series: | Journal of Accounting and Finance in Emerging Economies |
| Subjects: | |
| Online Access: | https://www.publishing.globalcsrc.org/ojs/index.php/jafee/article/view/2753 |