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A VAR-based factor decomposition to the term structure of treasury bonds
Zhao, Mengxue
;
Xie, Dejun
;
Edwards, David A.
;
Liu, Yujian
- In:
International journal of monetary economics and finance …
15
(
2022
)
6
,
pp. 585-613
Persistent link: https://www.econbiz.de/10014320543
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