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Suppose you applied the Nelson-Siegel method to data and obtained following parameter values : 0=0.034,1=0.009,2=0.014,=4.941 What is the Nelson-Siegel model implied continuously compounded 10 Year
Suppose you applied the Nelson-Siegel method to data and obtained following parameter values : 0=0.034,1=0.009,2=0.014,=4.941 What is the Nelson-Siegel model implied continuously compounded 10 Year interest rate? 3.00%2.75%2.60%
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