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 …

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 …

This study investigates the dynamism of different mathematical term-structure models during
COVID-19 to estimate the South African real spot-rate curve. The study is based on term …

The purpose of this study is to investigate the suitable arbitrage-free term-structure model
that might be able to fit the South African inflation-indexed spot-rate curve. The instrument …

The Nigerian bond market is currently one of the most liquid in sub-Saharan Africa. Many
African countries regard it as a model from which to learn and based on which to develop …

Interest rate products consist of negotiable money market debt securities, bonds, all
derivative products whose underlying is a rate (rate swaps, Future Rate Agreement, rate …

Purpose: The aim of this study is to investigate the performance of forecasting the South
African real spot rate curve using different mathematical term-structure models during the …

Dans la zone de l'Union économique et monétaire ouest-africaine (UEMOA), la construction
d'une courbe des taux sans risque est un objectif pour les décideurs publics. En effet, elle …

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 …

This paper investigates the reaction of the Ghanaian Stock Exchange (GSE) to the
Government of Ghana Domestic Debt Exchange Program (DDEP). Data for the study was …