Common Factors and Local Factors: Implications for Term Structures and Exchange Rates

Journal of Financial and Quantitative Analysis

Volumn 39, Issue 1, 2004, Pages 69-102

  Ahn, Dong Hyun ^a,b  

^a Seoul National University   (South Korea)

^b UNIVERSITY OF NORTH CAROLINA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 1842592766     PISSN: 00221090     EISSN: None     Source Type: Journal    
DOI: 10.1017/s0022109000003896     Document Type: Article

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