/Forecasting-the-Yield-Curve

The aim of this code is to show the preliminary results of the forecast for the term structure (with different maturities) of the Mexican government bonds using different types of models.

Primary LanguageMATLAB

Forecasting-the-Yield-Curve

The aim of this code is to show the preliminary results of the forecast of the term structure of the Mexican government bonds using different models. From January 2008 to March 2019.