Forecasting the yield curve with linear factor models
| Year of publication: |
2011
|
|---|---|
| Authors: | Matsumura, Marco ; Moreira, Ajax ; Vicente, José |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 11336225. - Vol. 20.2011, 5, p. 237-244
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