A semiparametric factor model of interest rates and tests of the affine term structure

Review of Economics and Statistics

Volumn 80, Issue 4, 1998, Pages 535-548

  Ghysels, Eric ^a   Ng, Serena ^a  

^a NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0032286916     PISSN: 00346535     EISSN: None     Source Type: Journal    
DOI: 10.1162/003465398557816     Document Type: Article

References (31)

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