A tale of two yield curves: Modeling the joint term structure of dollar and euro interest rates
| Year of publication: |
2011
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|---|---|
| Authors: | Egorov, Alexei V. ; Li, Haitao ; Ng, David |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 162.2011, 1, p. 55-71
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