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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Bibliographic Details
Main Author:	Julia V. Giese
Format:	Article
Language:	English
Published:	De Gruyter 2008-04-01
Series:	Economics : the Open-Access, Open-Assessment e-Journal
Online Access:	http://www.economics-ejournal.org/economics/discussionpapers/2008-13

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