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person:"Monfort, Alain"
~isPartOf:"Dynamique des marchés financiers et prévisions"
~isPartOf:"Review / Federal Reserve Bank of St. Louis"
~person:"Hamilton, James D."
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Dynamique des marchés financiers et prévisions
Review / Federal Reserve Bank of St. Louis
NBER working paper series
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Developments in macro-finance Yield curve modelling
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Discussion paper / Department of Economics, University of California San Diego
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Economic time series with random walk and other nonstationary components
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Assessing monetary policy effects using daily federal funds futures contracts
Hamilton, James D.
- In:
Review / Federal Reserve Bank of St. Louis
90
(
2008
)
4
,
pp. 377-393
Persistent link: https://www.econbiz.de/10003764403
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2
Linear factor models and the term structure of interest rates
Clément, Emmanuelle
- In:
Annales d'économie et de statistique
(
1995
),
pp. 37-65
Persistent link: https://www.econbiz.de/10001333820
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