Subject
Economics and Econometrics,Finance
Reference7 articles.
1. The central tendency: a second factor in bond yields;Balduzzi;Review of Economics and Statistics,1998
2. The Econometrics of Financial Markets;Campbell,1997
3. The Affine Arbitrage-Free Class of Nelson–Siegel Term Structure Models;Christensen,2010
4. A theory of the term structure of interest rates;Cox;Econometrica,1985
5. Forecasting the term structure of government bond yields;Diebold;Journal of Econometrics,2006
Cited by
5 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献