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Dynamic nelson-Siegel model with regime shifts
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Shang, Fei
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Journal of economic dynamics & control
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The effect of uncertainty on the sensitivity of the yield curve to monetary policy surprises
Shang, Fei
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013464713
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