Staying on Top of the Curve: A Cascade Model of Term Structure Dynamics

Journal of Financial and Quantitative Analysis, January 2017

Author(s):

Laurent E. Calvet

EDHEC Business School

Adlai J. Fisher

Liuren Wu

Journal of Financial and Quantitative Analysis, January 2017

Type: Academic publication
Date: le 01/01/2017
Research Cluster : Economics
Source : Journal of Financial and Quantitative Analysis

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