An Unobserved Components Model of the Yield Curve
| Year of publication: |
2010
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|---|---|
| Authors: | STARTZ, RICHARD ; TSANG, KWOK PING |
| Published in: |
Journal of money, credit and banking : JMCB. - Malden, Mass. [u.a.] : Wiley-Blackwell, ISSN 0022-2879, ZDB-ID 2183626. - Vol. 42.2010, 8, p. 1613-1641
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