A Semiparametric Factor Model of Interest Rates and Tests of the Affine Term Structure
| Year of publication: |
1998
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|---|---|
| Authors: | Ghysels, Eric ; Ng, Serena |
| Published in: |
The review of economics and statistics. - Cambridge, Mass : MIT Press, ISSN 0034-6535, ZDB-ID 2079628. - Vol. 80.1998, 4, p. 535-548
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