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Unobservable Cyclical Components in Term Premia of Fixed-Term Financial Instruments

journal contribution

posted on 2023-05-16, 09:50 authored by McDonald, AD, Hurn, AS

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Publication title

Mathematics and Computers in Simulation

Volume

39

Issue

3-4

Pagination

403-409

ISSN

0378-4754

Department/School

TSBE

Publisher

Elsevier Science Bv

Place of publication

Amsterdam, Netherlands

Repository Status

Restricted

Socio-economic Objectives

Microeconomics not elsewhere classified

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Econometrics not elsewhere classified

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