Affine arbitrage-free yield net models with application to the euro debt crisis (Q2155317)
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| Language | Label | Description | Also known as |
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| English | Affine arbitrage-free yield net models with application to the euro debt crisis |
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Affine arbitrage-free yield net models with application to the euro debt crisis (English)
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15 July 2022
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term structure models
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European debt crisis
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liquidity risk
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sovereign credit risk
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Nelson-Siegel factors
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