Forecasting the yield curve in a data-rich environment: a no-arbitrage factor-augmented VAR approach (Q295690)

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Forecasting the yield curve in a data-rich environment: a no-arbitrage factor-augmented VAR approach
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    Forecasting the yield curve in a data-rich environment: a no-arbitrage factor-augmented VAR approach (English)
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    13 June 2016
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