Texto para discussão n. 04: nn Brazil’s term structure: stylized facts and analysis of macroeconomic interactions
This paper characterizes the term structure of Treasury bond yields for Brazil, and estimates a Nelson-Siegel Model to reproduce its stylized facts for the period 2004-2010. For this purpose, this paper uses a software developed by Fund staff. In addition, the paper estimates two versions of the Nel...
Saved in:
| Main Authors: | , , , |
|---|---|
| Format: | Texto para Discussão |
| Language: | Inglês |
| Published: |
Secretaria do Tesouro Nacional (STN)
2012
|
| Subjects: | |
| Online Access: | http://repositorio.enap.gov.br/handle/1/4265 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|