A three-factor econometric model of the U.S. term structure
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- Frank F. Gong & Eli M. Remolona, 1997. "A three-factor econometric model of the U.S. term structure," Research Paper 9619, Federal Reserve Bank of New York.
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- Tobias Adrian & Hao Wu, 2009. "The term structure of inflation expectations," Staff Reports 362, Federal Reserve Bank of New York.
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KeywordsInterest rates ; Government securities ; Time-series analysis;
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