INFORMATION IN THE YIELD CURVE: A MACRO-FINANCE APPROACH: INFORMATION IN THE YIELD CURVE

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Bibliographic Details
Published in:Journal of applied econometrics (Chichester, England) England), 2014-01, Vol.29 (1), p.42-64
Main Authors: Dewachter, Hans, Iania, Leonardo, Lyrio, Marco
Format: Article
Language:English
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ISSN:0883-7252
DOI:10.1002/jae.2305