An Assessment of Estimates of Term Structure Models for the United States
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References listed on IDEAS
- Diebold, Francis X. & Li, Canlin, 2006.
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More about this item
KeywordsCentral banks and their policies; United States; Term structure models; term structure of interest rates; yield curves; yields on U.S. Treasury securities; equation; bond; covariance; bonds; equations; Financial Markets and the Macroeconomy;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-11-28 (All new papers)
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