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person:"Monfort, Alain"
~isPartOf:"Documents de travail / Banque de France"
~isPartOf:"Journal of banking & finance"
~language:"eng"
~person:"Collin-Dufresne, Pierre"
~subject:"VAR-Modell"
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Monfort, Alain
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No-arbitrage near-cointegrated VAR(p) term structure models, term premia and GDP growth
Jardet, Caroline
;
Monfort, Alain
;
Pegoraro, Fulvio
-
2009
Persistent link: https://www.econbiz.de/10003882004
Saved in:
2
No-arbitrage Near-Cointegrated VAR(p) term structure models, term premia and GDP growth
Jardet, Caroline
;
Monfort, Alain
;
Pegoraro, Fulvio
- In:
Journal of banking & finance
37
(
2013
)
2
,
pp. 389-402
Persistent link: https://www.econbiz.de/10009705647
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