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

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Original language	English
Pages (from-to)	333-352
Journal	Australian Journal of Management
Volume	38
Issue number	2
DOIs	https://doi.org/10.1177/0312896212443691
Publication status	Published - 2013

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

author = "R. Faff and Sirimon Treepongkaruna",

year = "2013",

doi = "10.1177/0312896212443691",

language = "English",

volume = "38",

pages = "333--352",

journal = "Australian Journal of Management",

issn = "0312-8962",

publisher = "SAGE Publications Ltd",

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T1 - A re-examination of the empirical performance of the Longstaff and Schwartz two-factor term structure model using real yield data

AU - Faff, R.

AU - Treepongkaruna, Sirimon

PY - 2013

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U2 - 10.1177/0312896212443691

DO - 10.1177/0312896212443691

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JO - Australian Journal of Management

JF - Australian Journal of Management

SN - 0312-8962

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