A Segmented and Observable Yield Curve for Colombia

Published Online: May 12, 2021

Page range: 179 - 200

Received: Nov 27, 2019

Accepted: Apr 28, 2020

DOI: https://doi.org/10.2478/jcbtp-2021-0019

Keywords

Term structure, Nelson-Siegel, Preferred habitat theory

© 2021 Carlos Castro-Iragorri et al., published by Sciendo

This work is licensed under the Creative Commons Attribution 4.0 International License.