An Unobserved Components Model of the Yield Curve
| Year of publication: |
2010
|
|---|---|
| Authors: | STARTZ, RICHARD ; TSANG, KWOK PING |
| Published in: |
Journal of Money, Credit and Banking. - Blackwell Publishing. - Vol. 42.2010, 8, p. 1613-1640
|
| Publisher: |
Blackwell Publishing |