Browsing Working Papers by Subject "National Stock Exchange"
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Assessing NSE’s Daily Zero Coupon Yield Curve Estimates: A Comparison with Few Competing Alternatives
(2009-09-01)This study assesses and compares, on select criteria of evaluation, the time series of daily term structure estimates provided by the National Stock Exchange (NSE) [using the Nelson-Siegel (1987; NS) methodology] with ...