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. - Elsevier, ISSN 1057-5219. - Vol. 20.2011, 5, p. 237-243
|
Publisher: |
Elsevier |
Subject: | Yield curve forecasting | Macroeconomic variables | Affine models |
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