Ang, A., & Piazzesi, M. (2001). A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables. National Bureau of Economic Research.
Chicago Style (17th ed.) CitationAng, Andrew, and Monika Piazzesi. A No-arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables. Cambridge, MA: National Bureau of Economic Research, 2001.
MLA (9th ed.) CitationAng, Andrew, and Monika Piazzesi. A No-arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables. National Bureau of Economic Research, 2001.
Warning: These citations may not always be 100% accurate.