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The dynamics of the term structure of interest rates: an Independent Component Analysis

  • Moraux F
  • Villa C
DOI: 10.1007/978-1-4757-3722-6_11
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Moraux, F., & Villa, C. (2003). The dynamics of the term structure of interest rates: an Independent Component Analysis (pp. 215–232). https://doi.org/10.1007/978-1-4757-3722-6_11

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