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subject:"Theory"
~institution:"Rodney L. White Center for Financial Research"
~subject:"Volatilität"
~type_genre:"Arbeitspapier"
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Rodney L. White Center for Financial Research
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A consumption-based model of the term structure of interest rates
Wachter, Jessica
(
contributor
)
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2004
Persistent link: https://www.econbiz.de/10003229591
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2
Forecasting the term structure of government bond yields
Diebold, Francis X.
(
contributor
);
Li, Canlin
(
contributor
)
-
2003
Persistent link: https://www.econbiz.de/10003229524
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3
Time-consistent no-arbitrage models of the term structure
Brandt, Michael W.
(
contributor
);
Yaron, Amir
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002023790
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