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A tale of two yield curves : modeling the joint term structure of dollar and euro interest rates
Egorov, Alexej V.; Li, Haitao; Ng, David Tat-chee - In: Journal of econometrics 162 (2011) 1, pp. 55-70
Persistent link: https://www.econbiz.de/10009270706
Cover Image
A tale of two yield curves: Modeling the joint term structure of dollar and euro interest rates
Egorov, Alexei V.; Li, Haitao; Ng, David - In: Journal of econometrics 162 (2011) 1, pp. 55-71
Persistent link: https://www.econbiz.de/10008889251