Various structural characteristics of economies, directly or indirectly, affect the transmission
from government stimuli to economic activity and determine the size of fiscal multipliers. In …

Sažetak When estimating the size of fiscal multipliers one has to take into consideration
various structural characteristics of economies which, directly or indirectly, affect the …

The term structure of interest rates is a fundamental decision–making tool for various
economic activities. Despite the huge number of contributions in the field, the development …

Пропуски в рыночных данных—частая проблема в финансовых исследованиях,
которой уделяется относительно мало внимания на практике. Обработка пропусков, как …

Существует множество моделей оценки кривой бескупонных доходностей облигаций.
Эти модели хорошо подходят для развитых рынков, где обращается большое число …

The term structure of interest rates (yield curve) is a critical facet of financial analytics,
impacting various investment and risk management decisions. It is used by the central bank …

Sažetak This article investigates the estimation of the yield curve based on government
security prices using the Nelson-Siegel model in the Croatian financial market. The yield …

This paper empirically examines the well-known Chen-Roll-Ross model on the Croatian
stock market. Modifications of definitions of the Chen-Roll-Ross model variables showed as …

The term structure of interest rates plays a fundamental role as an indicator of economy and
market trends, as well as a supporting tool for macroeconomic strategies, investment …

Finance and macroeconomics have different perspectives on the yield curve. In the case of
Bosnia and Herzegovina, specific context, data issue and financial market that is in its …