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Maksim Anisimov

National Research University Higher School of Economics (Moscow)

Myasnitskaya street, 20

Moscow, Moscow 119017

Russia

SCHOLARLY PAPERS

1

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247

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0

Scholarly Papers (1)

1.

Forecasting the Term Structure in Emerging Markets using Extensions of the Dynamic Nelson-Siegel Model

Higher School of Economics Research Paper No. WP BRP 228/EC/2020
Number of pages: 51 Posted: 23 Apr 2020
Maksim Anisimov
National Research University Higher School of Economics (Moscow)
Downloads 247 (308,710)

Abstract:

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term structure, bond market, DNS model, Bayesian econometrics, emerging markets