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A Modified Arbitrage-Free Nelson–Siegel Model: An Alternative Affine Term Structure Model of Interest Rates
Sim, Dara, Ohnishi, MasamitsuVolume:
22
Language:
english
Journal:
Asia-Pacific Financial Markets
DOI:
10.1007/s10690-014-9191-x
Date:
March, 2015
File:
PDF, 349 KB
english, 2015