Estimation of term structure of interest rates using regression analysis

Estimation of term structure of interest rates using regression analysis

97 p.

Bibliographic Details
Main Author:	Tay Wei Chye, Chew Su-Lin Felicia, Ong Lay See
Other Authors:	Tan Kok Hui
Format:	Final Year Project (FYP)
Published:	2014
Subjects:	DRNTU::Business::Finance::Interest rates
Online Access:	http://hdl.handle.net/10356/57954

Similar Items

Determinants of interest rate differentials for selected countries
by: Er, Hong Teck, et al.
Published: (2008)

Active interest rate management with derivatives and the market value of non-financial firms
by: Buan, Yi Huey
Published: (2008)

The analysis and calibration of a multi-factor hull-white model.
by: Chee, Geok Kee., et al.
Published: (2008)

An empirical study of material damage insurance rates for property risks.
by: Goh, Chiaw Gek.
Published: (2009)

15.012 Applied Macro- and International Economics, Spring 2002
by: Thurow, Lester
Published: (2002)

China's exchange rate system reform : two potential mistakes and the recommended long-term system
by: Yip, Paul Sau Leong
Published: (2021)

People and places: a 21st-Century Atlas of the UK
by: Dorling, D, et al.
Published: (2023)

Effectiveness of using interest rate futures contracts in hedging 90-day treasury bill and bank bill.
by: Lee, Boon Ai., et al.
Published: (2008)

14.02 Principles of Macroeconomics, Fall 2004
by: Caballero, Ricardo J.
Published: (2025)

Improving air traffic control speech intelligibility by reducing speaking rate effectively
by: Hou, Nana, et al.
Published: (2020)

Nonlinear adjustment of exchange rate and exchange rate policy : lessons from Singapore
by: Yan, Fangli, et al.
Published: (2021)

Monitoring of heart pulse rate of non-stationary subjects using mmWave radar
by: Fu, Xuemei
Published: (2025)

Loading rate and mineralogical controls on tensile strength of rocks: a machine learning view
by: Tie, Jiahao, et al.
Published: (2023)

The optimization of turret location on FPSO in Malaysia seawater /
by: Adibah Fatihah Mohd. Yusof, 1991-, author 610956, et al.
Published: (2017)

The optimization of turret location on FPSO in Malaysia seawater /
by: Adibah Fatihah Mohd. Yusof, 1991-, author 610956
Published: (2017)

14.02 Principles of Macroeconomics, Spring 2014
by: Giavazzi, Francesco
Published: (2025)

Content-aware personalised rate adaptation for adaptive streaming via deep video analysis
by: Gao, Guanyu, et al.
Published: (2021)

Predictability of exchange rates with taylor rule fundamentals : evidence from inflation-targeting emerging countries
by: Alba, Joseph Dennis, et al.
Published: (2021)

Islamic banking : profit-sharing or interest in disguise?
by: Goh, Chuan Yong., et al.
Published: (2008)

Illuminance flow estimation by regression
by: Karlsson, SM, et al.
Published: (2010)

Sampling Signals With a Finite Rate of Innovation on the Sphere
by: Deslauriers-Gauthier, Samuel, et al.
Published: (2016)

Unsupervised land-use change detection using multi-temporal POI embedding
by: Yao, Yao, et al.
Published: (2024)

Partially linear transformation cure models for interval-censored data
by: Hu, Tao, et al.
Published: (2017)

Hedging interest rate risk using simple, covariance-adjusted and volatility-adjusted immunization strategies : Japanese government bonds : April 1989 to December 2000
by: Lim, Ming Siang, et al.
Published: (2008)

Discrete element method study on hopper discharge behaviors of binary mixtures of nonspherical particles
by: Zhao, Ya, et al.
Published: (2021)

Controlling interest and firm efficiency: Comparing family- and nonfamily-controlled Taiwanese cultural and creative industry firms
by: Kweh, Qian Long, et al.
Published: (2024)

Parsing interest rate swap conversations : analysis using partial parsing
by: Marchant, Paul
Published: (2011)

The relationship between industry profit and interest rate in Singapore : an exploratory study.
by: Chia, Min Liang., et al.
Published: (2013)

3D printing of bio-inspired porous polymeric solar steam generators for efficient and sustainable desalination
by: Hou, Yanbei, et al.
Published: (2024)

Dicke superradiance requires interactions beyond nearest neighbors
by: Mok, Wai-Keong, et al.
Published: (2023)

Financial time series forecasting using twin support vector regression
by: Gupta, Deepak, et al.
Published: (2019)

15.014 Applied Macro- and International Economics, Spring 2004
by: Rigobon, Roberto
Published: (2004)

Information content of solicited and unsolicited rating change announcements.
by: Cheong, Melissa Seok Fun., et al.
Published: (2008)

Application of multiple linear regression model and long short-term memory with compartmental model to forecast dengue cases in Selangor, Malaysia based on climate variables
by: Lu, Xinyi, et al.
Published: (2025)

Transductive ordinal regression
by: Seah, Chun-Wei, et al.
Published: (2013)

Nonlinear regression approach to estimating Johnson SB parameters for diameter data
by: Abd Kudus, Kamziah, et al.
Published: (1999)

Semiparametric estimation of additive quantile regression models by two-fold penalty
by: Lian, Heng
Published: (2013)

Ownership structure of IPO firms in Singapore and its implications on underpricing
by: Tan, Jasmine Lay Khim, et al.
Published: (2008)

Nonverbal communication cues of bank CEOs and long term performance during financial crisis.
by: Goh, Le Min., et al.
Published: (2013)

Exploring the development of student teachers interest in educational technology through Interest-Driven Creator theory
by: Wong, Su Luan, et al.
Published: (2023)