A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables
| Year of publication: |
2003
|
|---|---|
| Authors: | Ang, Andrew ; Piazzesi, Monika |
| Published in: |
Journal of Monetary Economics. - Elsevier, ISSN 0304-3932. - Vol. 50.2003, 4, p. 745-787
|
| Publisher: |
Elsevier |