HIGHLIGHTS
- who: JEL classification codes and colleagues from the curve studies available for Poland have published the paper: Yield Curve Modelling with the Nelson-Siegel Method for Poland*, in the Journal: (JOURNAL)
- what: The study was based on zero-coupon yields obtained from Bloomberg. The authors provide a time series of beta factors for each model in Figure 4 and their descriptive statistics in Table 3. For a selection of bonds from the sample, the authors provide graphs with the actual fixing prices and prices estimated with each model where u03bb was set to 0.7308 . . .
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