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Cross-sectional versus time series estimation of term structure models: empirical results for the Dutch bond market
Jeroen F.J. de Munnik, Peter C. SchotmanVolume:
18
Year:
1994
Language:
english
Pages:
1026
DOI:
10.1016/0378-4266(94)00032-8
File:
PDF, 1.61 MB
english, 1994