Level, Slope, Curvature: Characterising the Yield Curve in a Cointegrated VAR Model
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| Format: | Article |
| Language: | English |
| Published: |
De Gruyter
2008-04-01
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| Series: | Economics : the Open-Access, Open-Assessment e-Journal |
| Online Access: | http://www.economics-ejournal.org/economics/discussionpapers/2008-13 |