IIMA Institutional Repository
This Institutional Repository has been created to collect, preserve and distribute the scholarly output of Indian Institute of Management, Ahmedabad. This will work as an important tool to facilitate scholarly communication and preserve the institution knowledge. The Vikram Sarabhai Library is proud to be hosting the repository for the dissemination and preservation of this valuable knowledge resource of the IIMA community.
Browsing by Subject Term structure
Showing results 1 to 1 of 1
| Issue Date | Title | Author(s) |
|---|---|---|
| 12-Dec-2021 | Term structure estimation with liquidity-adjusted Ane Nelson Siegel model: A nonlinear state space approach applied to the Indian bond market | Virmani, Vineet; Kumar, Sudarshan |