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

Paul Du Preez; Eben Mare

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

African Online Scientific Information Systems (Pty) Ltd t/a AOSIS
Reg No: 2002/002017/07
International Tel: +27 21 975 2602
5 Hafele Street, Durbanville, Cape Town, 7550, South Africa
publishing(AT)aosis.co.za replace (AT) with @

All articles published in this journal are licensed under the Creative Commons Attribution 4.0 International (CC BY 4.0) license, unless otherwise stated.
Website design & content: ©2024 AOSIS (Pty) Ltd. All rights reserved. No unauthorised duplication allowed.
By continuing to use this website, you agree to our Privacy Policy, Terms of Use and Security Policy.

________

Subscribe to our newsletter

Get specific, domain-collection newsletters detailing the latest CPD courses, scholarly research and call-for-papers in your field.

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