A No-Arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables

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• Publication year

  1999

• Venue

  Social Science Research Network

• Publication date

  Unknown publication date

• Fields of study

  Economics

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  No identifiers available.

• External record

  Open on Semantic Scholar

• Source metadata

  Semantic Scholar

• No claims are published for this paper.

• No concepts are published for this paper.

• No references are available for this paper.

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