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A tale of two yield curves: Modeling the joint term structure of dollar and euro interest rates
Egorov, Alexei V.
;
Li, Haitao
;
Ng, David
- In:
Journal of econometrics
162
(
2011
)
1
,
pp. 55-71
Persistent link: https://www.econbiz.de/10008889251
Saved in:
2
A tale of two yield curves : modeling the joint term structure of dollar and euro interest rates
Egorov, Alexej V.
;
Li, Haitao
;
Ng, David Tat-chee
- In:
Journal of econometrics
162
(
2011
)
1
,
pp. 55-70
Persistent link: https://www.econbiz.de/10009270706
Saved in:
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