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Browsing Theses and Dissertations by Author "Abdygaliyev, Azamat"
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Abdygaliyev, Azamat; Saktassynov, Yerassyl
(Nazarbayev University, Graduate School of Business, 2022-12-14)
In this research, we fit term structure models of the interest rates to cross-sections of government bonds in Kazakhstan and investigate whether we can use the pricing errors as indicators of mispricing. We test whether ...