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Long-horizon yield curve projections: comparison of semi-parametric and parametric approaches

✍ Scribed by Nyholm, Ken; Rebonato, Riccardo

Book ID: 127300360
Publisher: Taylor and Francis Group
Year: 2008
Tongue: English
Weight: 196 KB
Volume: 18
Category: Article
ISSN: 0960-3107
DOI: 10.1080/09603100701630048

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