Staying on Top of the Curve: A Cascade Model of Term Structure Dynamics
Crossref DOI link: https://doi.org/10.1017/S0022109018000030
Published Online: 2018-03-09
Published Print: 2018-04
Update policy: https://doi.org/10.1017/policypage
Calvet, Laurent E.
Fisher, Adlai J.
Wu, Liuren
License valid from 2018-03-09
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License: Copyright © Michael G. Foster School of Business, University of Washington 2018