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- W2189394084 abstract "In this paper we estimate one and two factor models of the term structure of interest rates using Australian and Canadian panel data from the yield curve. We use Kalman filtering econometrics to estimate the parameters of the model and our empirical results indicate that the two factor model provides a good description of the Australian and Canadian money market yield curves." @default.
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- W2189394084 date "1998-01-01" @default.
- W2189394084 modified "2023-09-25" @default.
- W2189394084 title "Empirical Analysis of the Australian and Canadian Money Market Yield Curves: Results Using Panel Data" @default.
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- W2189394084 doi "https://doi.org/10.1007/978-1-4615-5625-1_22" @default.
- W2189394084 hasPublicationYear "1998" @default.
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