A Multicountry Model of the Term Structures of Interest Rates with a GVAR

DOI10.1093/JJFINEC/NBAE008MaRDI QIDQ7376447FDO

Authors Rubens Moura, Bertrand Candelon

Publication date 2024

Published in Journal of Financial Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/JJFINEC/NBAE008

Cited in

(1)

• MultiATSM

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