Modeling Bond Yields in Finance and Macroeconomics

American Economic Review - Tập 95 Số 2 - Trang 415-420 - 2005
Francis X. Diebold1, Monika Piazzesi2, Glenn D. Rudebusch3
1Department of Economics, University of Pennsylvania, Philadelphia, PA 19104.
2Graduate School of Business, University of Chicago, Chicago, IL 60637.
3Federal Reserve Bank of San Francisco San Francisco CA 94105

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Tài liệu tham khảo

10.1016/S0304-3932(03)00032-1

Diebold Francis X, Journal of Econometrics, 2005

Diebold Francis X, Journal of Econometrics, 2005

10.1086/296409

10.1086/427466