Comparative analysis of zero coupon yield curve estimation methods using JGB price data

Author(s)

• 菊地, 憲太郎 キクチ, ケンタロウ
• Shintani, Kohei
• 日本銀行金融研究所 ニホン ギンコウ キンユウ ケンキュウジョ

Bibliographic Information

Comparative analysis of zero coupon yield curve estimation methods using JGB price data

Kentaro Kikuchi and Kohei Shintani

（IMES discussion paper series, no. 2012-E-4）

Institute for Monetary and Economic Studies, Bank of Japan, 2012

Other Title

IMES

Note

Cover title

Bibliography: p. 57-59

Details

• NCID: BB10951429
• Country Code: ja
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Tokyo
• Pages/Volumes: 59 p.
• Size: 30 cm
• Classification:
  • DC : 332
• Subject Headings:
  • LCSH : Government securities -- Japan -- Econometric models
  • LCSH : Bonds -- Japan -- Econometric models
• Parent Bibliography ID:
  • BN15051361