An Affine Macro-Factor Model of the UK Yield Curve
Year: 2007
Type: preprint
Source: SSRN Electronic Journal
DOI: 10.2139/ssrn.1008250
Authors: Peter M. Lildholdt, Nikolaos Panigirtzoglou, Chris Peacock
Institutions: Bank of England, Queen Mary University of London
Language: English
Domain: Social Sciences
Open Access status: green
OpenAlex ID: W1526964801