A two-factor model of the German term structure of interest rates
Author:
Publisher
Informa UK Limited
Subject
Economics and Econometrics,Finance
Link
http://www.tandfonline.com/doi/pdf/10.1080/0960310022000020915
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1. The Time Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective
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5. A Simple Approach to Three-Factor Affine Term Structure Models
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