A re-examination of the empirical performance of the Longstaff and Schwartz two-factor term structure model using real yield data

Research output: Contribution to journalArticle

2 Citations (Scopus)
10 Downloads (Pure)
Original languageEnglish
Pages (from-to)333-352
JournalAustralian Journal of Management
Volume38
Issue number2
DOIs
Publication statusPublished - 2013

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