A competing risks analysis of the duration of federal target funds rates
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Publication:1762045
DOI10.1016/j.cor.2010.10.002zbMath1251.91064MaRDI QIDQ1762045
Sebastián Lozano, Ester Gutiérrez
Publication date: 15 November 2012
Published in: Computers \& Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cor.2010.10.002
91G30: Interest rates, asset pricing, etc. (stochastic models)
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