Unobservable cyclical components in term premia of fixed-term financial instruments

A.David McDonald and Stan Hurn

Mathematics and Computers in Simulation (MATCOM), 1995, vol. 39, issue 3, 403-409

Date: 1995
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Working Paper: Unobservable Cyclical Components in Term Premia of Fixed- Term Financial Instruments (1993)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:matcom:v:39:y:1995:i:3:p:403-409

DOI: 10.1016/0378-4754(94)00091-1

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