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Interest rates modeling and forecasting : do macroeconomic factors matter?
Kuczera, Adam, (2017)
Stylised properties of the interest rate term structure under the benchmark approach
Fergusson, Kevin, (2014)
On dynamic forward rate modeling and principal component analysis
Bermin, Hans-Peter, (2014)
What Interest Rate Models to Use? Buy Side Versus Sell Side
Nawalkha, Sanjay K., (2011)
A multibeta representation theorem for linear asset pricing theories
Nawalkha, Sanjay K., (1997)