A new method for interpolating yield curve data, with applications to the South African market

Paul Du Preez; Eben Mare

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Crossref Citations

1. The Periodic Treasury Exchange: A Proposal to Increase the Depth and Liquidity of the U.S. Treasury Market
Thomas K. Philips
SSRN Electronic Journal year: 2016
doi: 10.2139/ssrn.2823833

2. Zero-Coupon and Forward Yield Curves for Government of Ghana Bonds
Victor Curtis Lartey, Yao Li
Sage Open vol: 8 issue: 3 year: 2018
doi: 10.1177/2158244018800786

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South African Journal of Economic and Management Sciences | ISSN: 1015-8812 (PRINT) | ISSN: 2222-3436 (ONLINE)