Pricing the term structure with linear regressions
| Year of publication: |
2013
|
|---|---|
| Authors: | Adrian, Tobias ; Crump, Richard K. ; Moench, Emanuel |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 1871183. - Vol. 110.2013, 1, p. 110-138
|