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Permanent and transitory components in a continuous time model of the term structure

Lookup NU author(s): Professor Menelaos Karanasos

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Publication metadata

Author(s): Hatgioannides J, Karanasos M, Karanassou M

Publication type: Article

Publication status: Published

Journal: WSEAS Transactions on Business and Economics

Year: 2004

Volume: 1

Issue: 2

Pages: 176-182

ISSN (print): 1109-2734

Publisher: World Scientific and Engineering Academy and Society

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