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

Journal of Financial and Quantitative Analysis, January 2017


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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