AN EMPIRICAL INVESTIGATION OF THE FORWARD INTEREST RATE TERM STRUCTURE
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Publication:4528084
DOI10.1142/S0219024900000838zbMath1071.91512arXivcond-mat/9907297MaRDI QIDQ4528084
Andrew Matacz, Jean-Philippe Bouchaud
Publication date: 2000
Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/cond-mat/9907297
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