Global yield curve dynamics and interactions: A dynamic Nelson–Siegel approach
| Year of publication: |
2008
|
|---|---|
| Authors: | Diebold, Francis X. ; Li, Canlin ; Yue, Vivian Z. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 146.2008, 2, p. 351-363
|