A factor model of term structure slopes in eurocurrency markets

Alfonso Novales () and Emilio Domínguez
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Emilio Domínguez: Departamento de Fundamentos del Análisis Económico. Universidad Pública de Navarra.

Documentos del Instituto Complutense de Análisis Económico from Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales

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Related works:
Journal Article: A Factor Model of Term Structure Slopes in Eurocurrency Markets (2002)
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Persistent link: http://EconPapers.repec.org/RePEc:ucm:doicae:0224

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