Nonstationary term premia and cointegration of the term structure (Q1927363)

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scientific article; zbMATH DE number 6120115
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Nonstationary term premia and cointegration of the term structure
scientific article; zbMATH DE number 6120115

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    Nonstationary term premia and cointegration of the term structure (English)
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    1 January 2013
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    interest rates
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    nonstationary factors
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