Modelling the UK and Euro yield curves using the Generalized Vasicek model: Empirical results from panel data for one and two factor models
| Year of publication: |
2010
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|---|---|
| Authors: | Nowman, Khalid Ben |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 11336225. - Vol. 19.2010, 5, p. 334-342
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