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No-arbitrage Near-Cointegrated VAR(p) term structure models, term premia and GDP growth

✍ Scribed by Caroline Jardet; Alain Monfort; Fulvio Pegoraro


Book ID
118470681
Publisher
Elsevier Science
Year
2013
Tongue
English
Weight
766 KB
Volume
37
Category
Article
ISSN
0378-4266

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