Term structure estimation and pricing of callable Treasury bonds

1992 ◽  
Vol 2 (2) ◽  
Author(s):  
ThomasS.Y. Ho ◽  
Sang-Bin Lee ◽  
Kyu-Hyun Son
Keyword(s):  
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Treasury Bonds ◽  
Structure Estimation

The Efficacy of Term Structure Estimation Techniques

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Vol 1 (4) ◽  
pp. 52-63 ◽  
Author(s):  
Mark Buono ◽  
Russell B. Gregory-allen ◽  
Uzi Yaari
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Term structure estimation from on-the-run Treasuries

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Vol 27 (8) ◽  
pp. 1487-1509 ◽  
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Sattar A. Mansi
Keyword(s):  
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Robust term structure estimation in developed and emerging markets

2016 ◽  
Vol 260 (1-2) ◽  
pp. 23-49 ◽  
Author(s):  
Emrah Ahi ◽  
Vedat Akgiray ◽  
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Keyword(s):  
Emerging Markets ◽  
Term Structure ◽  
Structure Estimation
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