A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables
Year of publication: |
2003
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Authors: | Ang, Andrew ; Piazzesi, Monika |
Published in: |
Journal of monetary economics. - Amsterdam : Elsevier, ISSN 0304-3932, ZDB-ID 1911557. - Vol. 50.2003, 4, p. 745-788
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