An error correction factor model of term structure slopes in international swap markets

Pilar Abad and Alfonso Novales ()

Journal of International Financial Markets, Institutions and Money, 2005, vol. 15, issue 3, pages 229-254

Date: 2005
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Working Paper: An Error Correction Factor Model of Term Structure Slopes in International Swaps Markets (2002)
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Persistent link: http://EconPapers.repec.org/RePEc:eee:intfin:v:15:y:2005:i:3:p:229-254

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