The Role of No-Arbitrage on Forecasting: Lessons from a Parametric Term Structure Model

Caio Almeida () and José Valentim M. Vicente

No 657, Economics Working Papers (Ensaios Economicos da EPGE) from Graduate School of Economics, Getulio Vargas Foundation (Brazil)

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Date: 2007-10-01
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Journal Article: The role of no-arbitrage on forecasting: Lessons from a parametric term structure model (2008)
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