A Multivariate Latent Factor Decomposition of International Bond Yield Spreads
| Year of publication: |
2000
|
|---|---|
| Authors: | Dungey, M. ; Martin, V.L. ; Pagan, A.R. |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 6339414. - Vol. 15.2000, 6, p. 697-716
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