"From bond yield to macroeconomic instability: A parsimonious affine model."

Maria Cristina Recchioni, Gabriele Tedeschi (2017)

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DOI: 10.1016/J.EJOR.2017.04.042

access: closed

type: Journal Article

metadata version: 2020-02-21

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Maria Cristina Recchioni, Gabriele Tedeschi:
From bond yield to macroeconomic instability: A parsimonious affine model. Eur. J. Oper. Res. 262(3): 1116-1135 (2017)

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