A tale of two yield curves : modeling the joint term structure of dollar and euro interest rates
Year of publication: |
2011
|
---|---|
Authors: | Egorov, Alexej V. ; Li, Haitao ; Ng, David Tat-chee |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 162.2011, 1, p. 55-70
|
Subject: | Zinsstruktur | Yield curve | Eurozone | Euro area | Euro | Währungssubstitution | Currency substitution | US-Dollar | US dollar | EU-Staaten | EU countries | Schätzung | Estimation |
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