Interest Rate Term Structure Estimation with Exponential Splines: A Note

• 1 March 1985
• journal article
• Published by JSTOR in The Journal of Finance
• Vol. 40  (1) , 319-325
• https://doi.org/10.2307/2328063

Abstract

Keywords

• EXPONENTIAL SPLINE
• RATE TERM STRUCTURE
• INTEREST RATE TERM
• STRUCTURE ESTIMATION
• ESTIMATION WITH EXPONENTIAL
• SPLINE MODEL