Estimation of one-, two- and three-factor generalized Vasicek term structure models for Japanese interest rates using monthly panel data
| Year of publication: |
2011
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|---|---|
| Authors: | Nowman, K. Ben |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 10779735. - Vol. 21.2011, 14 (1.7.), p. 1069-1079
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