FORECASTING THE YIELD CURVE USING PRIORS FROM NO‐ARBITRAGE AFFINE TERM STRUCTURE MODELS*
| Year of publication: |
2011
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|---|---|
| Authors: | Carriero, Andrea |
| Published in: |
International economic review. - Malden, Mass. [u.a.] : Blackwell, ISSN 0020-6598, ZDB-ID 2098714. - Vol. 52.2011, 2, p. 425-460
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