Forecasting the yield curve in a data-rich environment: A no-arbitrage factor-augmented VAR approach
| Year of publication: |
2008
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|---|---|
| Authors: | Moench, Emanuel |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 146.2008, 1, p. 26-43
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