Pitfalls to avoid when estimating the yield curve: Discussion on the paper entitled The Dynamic Relationship between the Euro Overnight Rate, the ECB's Policy Rate and the Term Spread from Dieter NAUTZ and Christian Offermanns

Alain Durré ()

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Date: 2005-09
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Published in Annual Congress 2005 of the Verein für Socialpolitik,, Sep 2005, Bonn, Germany

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