Nonlinear interest rate dynamics and implications for the term structure
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- Pfann, G. & Schotman, P. & Tschernig, R., 1994. "Nonlinear Interest Rate Dynamics and Implications for the Term Structure," SFB 373 Discussion Papers 1994,43, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
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