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A VARMA approach to estimating term premia : the case of the Spanish interbank money market
Flores de Frutos, Rafael - In: Applied financial economics 5 (1995) 6, pp. 409-418
Persistent link: https://www.econbiz.de/10001193004
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Time varying term premia and risk : the case of the Spanish interbank money market
Robles Fernández, M. Dolores; Flores de Frutos, Rafael - In: Applied financial economics 10 (2000) 3, pp. 243-260
Persistent link: https://www.econbiz.de/10001526279