A Multivariate Latent Factor Decomposition of International Bond Yield Spreads

Citation

Dungey, M, Martin, V & Pagan, A 2000, 'A Multivariate Latent Factor Decomposition of International Bond Yield Spreads', Journal of Applied Econometrics, vol. 15, no. 6, pp. 1-19.

Year

2000

ANU Authors

Field of Research

  • Economic Models And Forecasting

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