Yield Curve Modelling with the Nelson-Siegel Method for Poland
Yield curve modelling is an essential task for the governance of the modern economy and in particular for financial market participants, and hence it is an extensively researched topic. This paper presents yield curve modelling using the Nelson-Siegel approach for Poland, which was recently recognis...
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| Format: | Article |
| Language: | English |
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Collegium of Economic Analysis, SGH Warsaw School of Economics
2022-06-01
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| Series: | Gospodarka Narodowa. The Polish Journal of Economics |
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| Online Access: | https://gnpje.sgh.waw.pl/Yield-Curve-Modelling-with-the-Nelson-Siegel-Method-for-Poland,149194,0,2.html |