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isPartOf:"The journal of futures markets"
~isPartOf:"Applied financial economics"
~isPartOf:"Financial markets and portfolio management"
~isPartOf:"Institute of International Economics and Management"
~person:"Flores de Frutos, Rafael"
~subject:"Derivative"
~subject:"Yield curve"
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1989-1994
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The journal of futures markets
Applied financial economics
Financial markets and portfolio management
Institute of International Economics and Management
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Revista española de economía
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Time varying term premia and risk : the case of the Spanish interbank money market
Robles Fernández, M. Dolores
;
Flores de Frutos, Rafael
- In:
Applied financial economics
10
(
2000
)
3
,
pp. 243-260
Persistent link: https://www.econbiz.de/10001526279
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A VARMA approach to estimating term premia : the case of the Spanish interbank money market
Flores de Frutos, Rafael
- In:
Applied financial economics
5
(
1995
)
6
,
pp. 409-418
Persistent link: https://www.econbiz.de/10001193004
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