C6 - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T10:32:36+00:00An Empirical Analysis of the Canadian Term Structure of Zero-Coupon Interest Rates
https://www.bankofcanada.ca/2004/12/working-paper-2004-48/
Zero-coupon interest rates are the fundamental building block of fixed-income mathematics, and as such have an extensive number of applications in both finance and economics.2004-12-01T10:21:37+00:00enAn Empirical Analysis of the Canadian Term Structure of Zero-Coupon Interest Rates2004-12-01Econometric and statistical methodsFinancial marketsInterest ratesWorking Paper 2004-48 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp04-48.pdfAn Empirical Analysis of the Canadian Term Structure of Zero-Coupon Interest RatesDavid BolderAdam MetzlerGrahame JohnsonDecember 2004CC0C6EE4GG1