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3. Stochastic Volatility and Mean Drift in the Short Term Interest Rate Diffusion: Sources of Steepness, Level and Curvature in the Yield Curve;Andersen;Northwestern University working paper,1996
4. Long-Term Interest Rate Convergence in Europe and the Probability of EMU;Angeloni;Bank of Italy working paper,1997
5. 1995 Central Bank Survey of Foreign Exchange and Derivatives Market Activity;Bank for International Settlements,1996