Matches in SemOpenAlex for { <https://semopenalex.org/work/W2023996247> ?p ?o ?g. }
Showing items 1 to 79 of
79
with 100 items per page.
- W2023996247 abstract "In this paper, we propose a framework to estimate the yield curve in the illiquid market. Within this framework, seven different curve-fitting models are compared from four aspects with the trading data of government bonds listed in the Shanghai Stock Exchange (SSE) of China. We find that the exponential spline model is optimal for this market. The characteristics and reasons underlying SSE interest rate fluctuations in the past two years are also analyzed." @default.
- W2023996247 created "2016-06-24" @default.
- W2023996247 creator A5004381930 @default.
- W2023996247 creator A5013929424 @default.
- W2023996247 creator A5063247720 @default.
- W2023996247 date "2006-09-01" @default.
- W2023996247 modified "2023-09-26" @default.
- W2023996247 title "YIELD CURVE ESTIMATION IN THE ILLIQUID MARKET: FRAMEWORK, MODELS AND EMPIRICAL STUDY" @default.
- W2023996247 cites W1979540356 @default.
- W2023996247 cites W1988697445 @default.
- W2023996247 cites W2024296014 @default.
- W2023996247 cites W2024967417 @default.
- W2023996247 cites W2027849119 @default.
- W2023996247 cites W2035505499 @default.
- W2023996247 cites W2077252204 @default.
- W2023996247 cites W2155319227 @default.
- W2023996247 cites W2170131042 @default.
- W2023996247 cites W2170444200 @default.
- W2023996247 cites W3021444882 @default.
- W2023996247 cites W2145722403 @default.
- W2023996247 doi "https://doi.org/10.1142/s0219622006002064" @default.
- W2023996247 hasPublicationYear "2006" @default.
- W2023996247 type Work @default.
- W2023996247 sameAs 2023996247 @default.
- W2023996247 citedByCount "5" @default.
- W2023996247 countsByYear W20239962472013 @default.
- W2023996247 countsByYear W20239962472014 @default.
- W2023996247 countsByYear W20239962472021 @default.
- W2023996247 crossrefType "journal-article" @default.
- W2023996247 hasAuthorship W2023996247A5004381930 @default.
- W2023996247 hasAuthorship W2023996247A5013929424 @default.
- W2023996247 hasAuthorship W2023996247A5063247720 @default.
- W2023996247 hasConcept C10138342 @default.
- W2023996247 hasConcept C127413603 @default.
- W2023996247 hasConcept C149782125 @default.
- W2023996247 hasConcept C151730666 @default.
- W2023996247 hasConcept C162324750 @default.
- W2023996247 hasConcept C175025494 @default.
- W2023996247 hasConcept C176230804 @default.
- W2023996247 hasConcept C187736073 @default.
- W2023996247 hasConcept C200870193 @default.
- W2023996247 hasConcept C204036174 @default.
- W2023996247 hasConcept C2780299701 @default.
- W2023996247 hasConcept C2780762169 @default.
- W2023996247 hasConcept C78519656 @default.
- W2023996247 hasConcept C86803240 @default.
- W2023996247 hasConcept C96250715 @default.
- W2023996247 hasConceptScore W2023996247C10138342 @default.
- W2023996247 hasConceptScore W2023996247C127413603 @default.
- W2023996247 hasConceptScore W2023996247C149782125 @default.
- W2023996247 hasConceptScore W2023996247C151730666 @default.
- W2023996247 hasConceptScore W2023996247C162324750 @default.
- W2023996247 hasConceptScore W2023996247C175025494 @default.
- W2023996247 hasConceptScore W2023996247C176230804 @default.
- W2023996247 hasConceptScore W2023996247C187736073 @default.
- W2023996247 hasConceptScore W2023996247C200870193 @default.
- W2023996247 hasConceptScore W2023996247C204036174 @default.
- W2023996247 hasConceptScore W2023996247C2780299701 @default.
- W2023996247 hasConceptScore W2023996247C2780762169 @default.
- W2023996247 hasConceptScore W2023996247C78519656 @default.
- W2023996247 hasConceptScore W2023996247C86803240 @default.
- W2023996247 hasConceptScore W2023996247C96250715 @default.
- W2023996247 hasLocation W20239962471 @default.
- W2023996247 hasOpenAccess W2023996247 @default.
- W2023996247 hasPrimaryLocation W20239962471 @default.
- W2023996247 hasRelatedWork W1480712610 @default.
- W2023996247 hasRelatedWork W1485918329 @default.
- W2023996247 hasRelatedWork W1582688251 @default.
- W2023996247 hasRelatedWork W2009164383 @default.
- W2023996247 hasRelatedWork W2060550523 @default.
- W2023996247 hasRelatedWork W2078837879 @default.
- W2023996247 hasRelatedWork W3123480207 @default.
- W2023996247 hasRelatedWork W3123562980 @default.
- W2023996247 hasRelatedWork W3124854211 @default.
- W2023996247 hasRelatedWork W3174516382 @default.
- W2023996247 isParatext "false" @default.
- W2023996247 isRetracted "false" @default.
- W2023996247 magId "2023996247" @default.
- W2023996247 workType "article" @default.