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~isPartOf:"Documents de travail / Banque de France"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~type_genre:"Forschungsbericht"
~type_genre:"Non-commercial literature"
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A term structure model with level factor cannot be realistic and arbitrage free
Dubecq, Simon
;
Gouriéroux, Christian
-
2012
Persistent link: https://www.econbiz.de/10009574575
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2
A term structure model with level factor cannot be realistic and arbitrage free
Dubec, Simon
;
Gouriéroux, Christian
-
2010
Persistent link: https://www.econbiz.de/10009406003
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3
An analysis of the ultra long-term yields
Dubecq, Simon
;
Gouriéroux, Christian
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2010
Persistent link: https://www.econbiz.de/10009406547
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A note on the behavior of long zero coupon rates in a no-arbitrage framework
El Karoui, Nicole
;
Frachot, Antoine
;
Geman, Hélyette
-
1996
Persistent link: https://www.econbiz.de/10000936717
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