Estimating and Fitting the Yield Curve I

This publication has 6 references indexed in Scilit:

• How Well Do Constant-Maturity Treasures Approximate the On-the-Run Term Structure?
  The Journal of Fixed Income, 2000
• ESTIMATING THE GILT‐EDGED TERM STRUCTURE: BASIS SPLINES AND CONFIDENCE INTERVALS
  Journal of Business Finance & Accounting, 1991
• Term Structure Modeling Using Exponential Splines
  The Journal of Finance, 1982
• Spline Functions Fitted by Standard Regression Methods
  The Review of Economics and Statistics, 1978
• ESTIMATION AND USES OF THE TERM STRUCTURE OF INTEREST RATES
  The Journal of Finance, 1976
• Measuring the Term Structure of Interest Rates
  The Journal of Business, 1971