A multivariate latent factor decomposition of international bond yield spreads

Journal of Applied Econometrics

Volumn 15, Issue 6, 2000, Pages 697-715

  Dungey, Mardi ^a   Martin, Vance L ^b   Pagan, Adrian R ^a  

^a AUSTRALIAN NATIONAL UNIVERSITY   (Australia)

^b UNIVERSITY OF MELBOURNE   (Australia)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0034551268     PISSN: 08837252     EISSN: None     Source Type: Journal    
DOI: 10.1002/jae.584     Document Type: Article

References (24)

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