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person:"Monfort, Alain"
~person:"Gromb, Denis"
~person:"Guirguis, Michel"
~person:"Vayanos, Dimitri"
~subject:"Risikoprämie"
~type:"article"
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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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