Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | AP EFG IFM published as Diebold, Francis X. & Li, Canlin & Yue, Vivian Z., 2008. "Global yield curve dynamics and interactions: A dynamic Nelson-Siegel approach," Journal of Econometrics, Elsevier, vol. 146(2), pages 351-363, October. Number 13588 |
Classification: | C01 - Econometrics ; G12 - Asset Pricing |
Source: |
Persistent link: https://www.econbiz.de/10005575537