An Affine multifactor model with macro factors for the German term structure: changing results during the recent crises
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Bibliographic Details
Main Authors: Halberstadt, Arne (Author), Stapf, Jelena (Author)
Format: Book
Language:English
Published: Frankfurt, M. Dt. Bundesbank 2012
Series:Discussion paper / Deutsche Bundesbank Eurosystem 2012,25
Physical Description:35 S. graph. Darst.
ISBN:9783865588500
9783865588494

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Interlibrary loan Place Request Caution: Not in THWS collection!