A factor model of term structure slopes in Eurocurrency markets

  1. Domínguez, E.
  2. Novales, A.
Journal:
Applied Economics Letters

ISSN: 1350-4851

Year of publication: 2002

Volume: 9

Issue: 9

Pages: 585-593

Type: Article

DOI: 10.1080/13504850110111199 GOOGLE SCHOLAR