Hautsch, Nikolaus; Ou, Yangguoyi - 2009
Econometrics and Center for Applied Statistics and Economics (CASE), Humboldt-Universität zu Berlin as well
as Quantitative … Statistics and Economics (CASE), Humboldt-Universit¨at zu Berlin.
Email: yang.ou@wiwi.hu-berlin.de. Address: Spandauer Str. 1, D … term structure,” Journal of Financial Economics, 63, 415–
441.
Diebold, F., and C. Li (2006): “Forecasting the term …