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Empirical Analysis of the Yield Curve: The Information in...

Empirical Analysis of the Yield Curve: The Information in the Data Viewed through the Window of Cox, Ingersoll, and Ross

Christopher G. Lamoureux, H. Douglas Witte
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Volume:
57
Year:
2002
Language:
english
Pages:
42
DOI:
10.1111/1540-6261.00467
File:
PDF, 766 KB
english, 2002
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