Level, Slope, Curvature : Characterising the Yield Curve in a Cointegrated VAR Model
Author | : Julia V. Giese |
Publisher | : |
Total Pages | : |
Release | : 2008 |
ISBN-10 | : OCLC:1184958696 |
ISBN-13 | : |
Rating | : 4/5 (96 Downloads) |
Book Synopsis Level, Slope, Curvature : Characterising the Yield Curve in a Cointegrated VAR Model by : Julia V. Giese
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