A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables
| Prif Awdur: | |
|---|---|
| Awduron Eraill: | |
| Fformat: | Llyfr |
| Iaith: | Saesneg |
| Cyhoeddwyd: |
Cambridge
National Bureau of Economic Research
2001.
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| Cyfres: | NBER working paper series
no.8363 |
| Pynciau: |