Asymmetric interest rate smoothing: the FED approach
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Publication:1929461
DOI10.1016/j.econlet.2006.05.001zbMath1254.91752OpenAlexW2084443508MaRDI QIDQ1929461
Publication date: 8 January 2013
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2006.05.001
Statistical methods; risk measures (91G70) Interest rates, asset pricing, etc. (stochastic models) (91G30)
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