No-Arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth

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Serval ID
serval:BIB_A0B0998DBBC0
Type
Article: article from journal or magazin.
Collection
Publications
Institution
UNIL/CHUV
Title
No-Arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth
Journal
Journal of Banking and Finance
Author(s)
Jardet C., Monfort A., Pegoraro F.
ISSN
0378-4266
Publication state
In Press
Peer-reviewed
Oui
Volume
37
Pages
389-402
Language
english
OAI-PMH
oai:serval.unil.ch:BIB_A0B0998DBBC0
Create date
19/11/2012 17:13
Last modification date
21/08/2019 6:15
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