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Paper provided by Bogazici University, Department of Economics in its series Working Papers with number 2004/04.

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Date of creation: Apr 2004
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Handle: RePEc:bou:wpaper:2004/04

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1. Robert R. Bliss, 1997. "Movements in the term structure of interest rates," Economic Review, Federal Reserve Bank of Atlanta, issue Q 4, pages 16-33. [Downloadable!]
2. K. Jöreskog, 1969. "A general approach to confirmatory maximum likelihood factor analysis," Psychometrika, Springer, vol. 34(2), pages 183-202, June. [Downloadable!] (restricted)
3. Gregory R. Duffee, 2000. "Term premia and interest rate forecasts in affine models," Working Papers in Applied Economic Theory 2000-19, Federal Reserve Bank of San Francisco. [Downloadable!]
4. K. Jöreskog, 1967. "Some contributions to maximum likelihood factor analysis," Psychometrika, Springer, vol. 32(4), pages 443-482, December. [Downloadable!] (restricted)
5. Nelson, Charles R & Siegel, Andrew F, 1987. "Parsimonious Modeling of Yield Curves," Journal of Business, University of Chicago Press, vol. 60(4), pages 473-89, October. [Downloadable!] (restricted)

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