Empirical evidence on jumps in the term structure of the US Treasury Market
| Year of publication: |
2009
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|---|---|
| Authors: | Dungey, Mardi ; McKenzie, Michael ; Smith, L. Vanessa |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 11582637. - Vol. 16.2009, 3, p. 430-446
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