Deconstructing the yield curve
Year of publication: |
2019
|
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Authors: | Crump, Richard K. ; Gospodinov, Nikolaj |
Publisher: |
New York, NY : Federal Reserve Bank of New York |
Subject: | term structure of interest rates | factor models | principal components | bond risk premiums | resampling-based inference |
Series: | Staff Report ; 884 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 1664632840 [GVK] hdl:10419/210736 [Handle] |
Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; c58 ; G10 - General Financial Markets. General ; G12 - Asset Pricing |
Source: |
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Deconstructing the yield curve
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