Shape factors and cross-sectional risk
Year of publication: |
2010
|
---|---|
Authors: | Roncoroni, Andrea ; Galluccio, Stefano ; Guiotto, Paolo |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 34.2010, 11, p. 2320-2340
|
Subject: | Zinsstruktur | Yield curve |
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