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Sources of time variation in the covariance matrix of interest rates
Pérignon, Christophe
;
Villa, Christophe
- In:
The journal of business : B
79
(
2006
)
3
,
pp. 1535-1550
Persistent link: https://www.econbiz.de/10003337025
Saved in:
2
Sources of Time Variation in the Covariance Matrix of Interest Rates
Pérignon, Christophe
;
Villa, Christophe
- In:
The journal of business : B
79
(
2006
)
3
,
pp. 1535-1550
Persistent link: https://www.econbiz.de/10007261372
Saved in:
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