Long-horizon yield curve projections: comparison of semi-parametric and parametric approaches
| Year of publication: |
2008
|
|---|---|
| Authors: | Nyholm, Ken ; Rebonato, Riccardo |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 10779735. - Vol. 18.2008, 19-21, p. 1597-1612
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