Factor models and the correlation structure of interest rates: Some evidence for USD, GBP, DEM and JPY
| Year of publication: |
2001
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|---|---|
| Authors: | Lekkos, Ilias |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 25.2001, 8, p. 1427-1446
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