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The top documents tagged [yield curve dynamics]
ECB-Long-Horizon Yield Curve Forecasts-Comparison of Semi-Parametric and Parametric Approaches
100 views
Interest rate models: from theory to practice Ka Lok Chau HKUST, June 2005
220 views
Luciano Vereda 1 Eduardo Bevilaqua 1 Ana Luiza Abrão 1 Adapting the Diebold and Li Methodology to Deal with Heteroskedasticity in Factor Dynamics 1 IAPUC
213 views
Relative Value Methodologies for Global Credit Bond Portfolio Management
31 views