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Optimal estimation of multi-country Gaussian dynamic term structure models using linear regressions

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Authors and Corporations: Díez de los Ríos, Antonio (Author)
Type of Resource: E-Book
Language: English
[Ottawa] Bank of Canada August 2017
Series: Bank of Canada: Staff working paper ; 2017, 33
Source: Verbunddaten SWB
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Notes: Zusammenfassung in französischer Sprache