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Chakroun et al., 2014 - Google Patents

A methodology to estimate the interest rate yield curve in illiquid market: The Tunisian case

Chakroun et al., 2014

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Document ID
4477591197048750410
Author
Chakroun F
Abid F
Publication year
Publication venue
Journal of Emerging Market Finance

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Snippet

The aim of this article is to develop a methodology to estimate the interest rate yield curve and its dynamics in the Tunisian bond market, which is considered as an illiquid market with a low trading volume. To achieve this, first, we apply the cubic spline interpolation method to …
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