Predicting the term structure of interest rates: incorporating parameter uncertainty, model uncertainty and macroeconomic information.

MD de Pooter, F Ravazzolo, Dick van Dijk

Research output: Book/Report/Inaugural speech/Farewell speechReportAcademic

Original languageUndefined/Unknown
Place of Publication3000 DR Rotterdam
Number of pages64
EditionTI Discussion Paper series 2007-028/4
Publication statusPublished - 2007

Publication series

SeriesTI Discussion Paper series
Volume2007-028/4

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