A GLOBAL MODEL OF INTERNATIONAL YIELD CURVES: NO‐ARBITRAGE TERM STRUCTURE APPROACH
| Year of publication: |
2013
|
|---|---|
| Authors: | Kaminska, Iryna ; Meldrum, Andrew ; Smith, James |
| Published in: |
International Journal of Finance & Economics. - John Wiley & Sons, Ltd.. - Vol. 18.2013, 4, p. 352-374
|
| Publisher: |
John Wiley & Sons, Ltd. |