A macroeconomic analysis of the latent factors of the yield curve : curvature and real activity
Year of publication: |
2011
|
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Authors: | Modena, Matteo |
Published in: |
Financial econometrics modeling : derivatives pricing, hedge funds and term structure models. - Basingstoke [u.a.] : Palgrave Macmillan, ISBN 0-230-28363-2. - 2011, p. 121-146
|
Subject: | Zinsstruktur | Yield curve | Theorie | Theory |
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