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Volumn 146, Issue 2, 2008, Pages 351-363

Global yield curve dynamics and interactions: A dynamic Nelson-Siegel approach

Author keywords

Bond market; Dynamic factor model; Global yield; Interest rate; Term structure; World yield

Indexed keywords

DYNAMICS; LITHIUM;

EID: 53649093475     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2008.08.017     Document Type: Article
Times cited : (163)

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