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The Meiselman forward interest rate revision regression as an affine term structure model
Golinski, Adam; Spencer, Peter D. - 2012
Persistent link: https://www.econbiz.de/10009663204
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Estimating the term structure with linear regressions : getting to the roots of the problem
Golinski, Adam; Spencer, Peter D. - In: Journal of financial econometrics 19 (2021) 5, pp. 960-984
Persistent link: https://www.econbiz.de/10012799057