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Term Structure Modeling Using Exponential Splines

OLDRICH A. VASICEK, H. GIFFORD FONG

The Journal of Finance, 1982. DOI 10.2307/2327333

Has this study been replicated?

The atlas records 1 replication of this study. Recorded outcomes: 1 failed.

Replications

• Interest Rate Term Structure Estimation with Exponential Splines: A Note, SHEA (1985). Outcome recorded: failed. exponential spline term structure estimates are no more stable than estimates from a polynomial spline model View paper

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