Forecasting credit spreads of Chinese corporate bonds with the dynamic Nelson-Siegel (DNS) model

ZHOU RongXi, XIONG YaHui, LI YangGuang, ZHENG QingHua

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Journal of Beijing University of Chemical Technology ›› 2019, Vol. 46 ›› Issue (6) : 78-84. DOI: 10.13543/j.bhxbzr.2019.06.012

Forecasting credit spreads of Chinese corporate bonds with the dynamic Nelson-Siegel (DNS) model

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{{article.zuoZheEn_L}}. {{article.title_en}}[J]. {{journal.qiKanMingCheng_EN}}, 2019, 46(6): 78-84 https://doi.org/10.13543/j.bhxbzr.2019.06.012

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