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A Multivariate Latent Factor Decomposition of International Bond Yield Spreads
Dungey, M.
;
Martin, V.L.
;
Pagan, A.R.
- In:
Journal of applied econometrics
15
(
2000
)
6
,
pp. 697-716
Persistent link: https://www.econbiz.de/10006981014
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