Fingerprint
Dive into the research topics of 'A VAR-based factor decomposition to the term structure of treasury bonds'. Together they form a unique fingerprint.- Sort by
- Weight
- Alphabetically
A VAR-based factor decomposition to the term structure of treasury bonds
Mengxue Zhao, Dejun Xie*, David A. Edwards, Yujian Liu
*Corresponding author for this work
Research output: Contribution to journal › Article › peer-review