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A No-Arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables
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Metadata
- Authors
- Ang, A., & Piazzesi, M.
- Venue
- SSRN Electronic Journal
- Publisher
- Elsevier BV
- Published
- 1999
- ISSN
- 1556-5068 (ISSN-L)
- OpenAlex
- W1986555661
- Cited by
- 543
- References
- 53
- Type
- posted content
- Language
- en
- Open access
- green
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