Financial markets - Bank of Canada
https://www.bankofcanada.ca/rss-feeds/
Bank of Canada RSS Feeds
en
2024-03-29T08:13:43+00:00
-
Exponentials, Polynomials, and Fourier Series: More Yield Curve Modelling at the Bank of Canada
https://www.bankofcanada.ca/2002/10/working-paper-2002-29/
This paper continues the work started by Bolder and Stréliski (1999) and considers two alternative classes of models for extracting zero-coupon and forward rates from a set of observed Government of Canada bond and treasury-bill prices.
2002-10-01T12:03:37+00:00
en
Exponentials, Polynomials, and Fourier Series: More Yield Curve Modelling at the Bank of Canada
2002-10-01
Econometric and statistical methods
Financial markets
Interest rates
Working Paper 2002-29
https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp02-29.pdf
Exponentials, Polynomials, and Fourier Series: More Yield Curve Modelling at the Bank of Canada
David Bolder
Scott Gusba
October 2002
C
C0
C6
E
E4
G
G1