European University Institute Library

A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables

Type

Label

A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables

Language

eng

Index

no index present

Literary Form

non fiction

Main title

A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables

Oclc number

47260724

Series statement

NBER working paper series, no. 8363

Contributor

Creator

Ang, Andrew

Content

text

Is Part Of

Working paper series (National Bureau of Economic Research), no. 8363

Mapped to

47260724

Incoming Resources

Has instance
1
- A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables

Outgoing Resources

Contributor
2
- National Bureau of Economic Research
- Piazzesi, Monika
Creator
1
- Ang, Andrew
Content
1
- text
Is Part Of
1
- Working paper series (National Bureau of Economic Research), no. 8363
Mapped to
1
- 47260724