J. Huston McCulloch
Abstract
Estimates a yield curve using a cubic spline approximation to the discount function, as described in McCulloch (1971), Measuring the Term Structure of Interest Rates, Journal of Business, vol 44, pp 19-31.(This abstract was borrowed from another version of this item.)
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Estimates a yield curve using a cubic spline approximation to the discount function, as described in McCulloch (1971), Measuring the Term Structure of Interest Rates, Journal of Business, vol 44, pp 19-31.(This abstract was borrowed from another version of this item.)
Key concepts: Term (time), Yield curve, Economics, Interest rate, Econometrics, Mathematics, Monetary economics, Physics