Level, Slope, Curvature : Characterising the Yield Curve in a Cointegrated VAR Model

Level, Slope, Curvature : Characterising the Yield Curve in a Cointegrated VAR Model
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ISBN-10 : OCLC:1184958696
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Book Synopsis Level, Slope, Curvature : Characterising the Yield Curve in a Cointegrated VAR Model by : Julia V. Giese

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