A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables
| Main Author: | |
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| Other Authors: | |
| Format: | Book |
| Language: | Inglés |
| Published: |
Cambridge, MA :
National Bureau of Economic Research
2001.
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| Series: | NBER Working Paper Series ;
8363 |
| Subjects: | |
| See on Universidad de Deusto: | https://oceano.biblioteca.deusto.es/primo-explore/search?query=any,contains,991004232059703351&tab=default_tab&search_scope=deusto_alma&vid=deusto |
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| Physical Description: | 49 p. ; 22 cm |
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| Bibliography: | Bibliogr.: p. 30-31 |
