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~institution:"Erasmus Research Institute of Management"
~institution:"Reserve Bank of New Zealand"
~institution:"William Davidson Institute <Ann Arbor, Mich.>"
~subject:"United States"
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Modifying Gaussian term structure models when interest rates are near the zero lower bound
Krippner, Leo
-
2012
Persistent link: https://www.econbiz.de/10009561460
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A theoretical foundation for the Nelson and Siegel class of yield curve models
Krippner, Leo
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2009
Persistent link: https://www.econbiz.de/10003954415
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3
Macro factors and the term structure of interest rates
Dewachter, Hans
(
contributor
);
Lyrio, Marco
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001772014
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