Level, Slope, Curvature: Characterising the Yield Curve in a Cointegrated VAR Model

Bibliographic Details
Main Author:	Julia V. Giese
Format:	Article
Language:	English
Published:	De Gruyter 2008-04-01
Series:	Economics: Journal Articles
Online Access:	http://www.economics-ejournal.org/economics/discussionpapers/2008-13

Level, Slope, Curvature: Characterising the Yield Curve in a Cointegrated VAR Model by Julia V. Giese

Published 2008-09-01

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