A tale of two yield curves: Modeling the joint term...

Journal of Econometrics 2011 Vol. 162; Iss. 1

A tale of two yield curves: Modeling the joint term structure of dollar and euro interest rates

Alexei V. Egorov, Haitao Li, David Ng
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Volume:
162
Year:
2011
Language:
english
Pages:
16
DOI:
10.1016/j.jeconom.2009.10.010
File:
PDF, 542 KB
english, 2011
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