Laura Coroneo - Central Bank Research Hub

Papers by year: All | 2014 | 2008

Title Other author(s)

Unspanned macroeconomic factors in the yield curve

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2014-57, 09.08.2014)

JEL: C33, C53, E43, E44, G12

How Arbitrage-free is the Nelson-Siegel Model?

European Central Bank Working papers [View] (Paper: 0874, 27.02.2008)

JEL: C14, C15, G12

Papers by year: All | 2014 | 2008