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person:"Monfort, Alain"
~isPartOf:"BIS quarterly review : international banking and financial market developments"
~isPartOf:"Developments in macro-finance Yield curve modelling"
~person:"Hördahl, Peter"
~subject:"Yield curve"
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BIS quarterly review : international banking and financial market developments
Developments in macro-finance Yield curve modelling
Série des documents de travail / Centre de Recherche en Économie et Statistique
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Compound autoregressive processes and defaultable bond pricing
Monfort, Alain
;
Renne, Jean-Paul
- In:
Developments in macro-finance Yield curve modelling
,
(pp. 141-168)
.
2014
Persistent link: https://www.econbiz.de/10010254023
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2
The inflation risk premium in the term structure of interest rates
Hördahl, Peter
- In:
BIS quarterly review : international banking and …
(
2008
),
pp. 23-38
Persistent link: https://www.econbiz.de/10003756826
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