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Article

Modeling and Forecasting the Yield Curve Under Model Uncertainty

Francesco DonatiPolytechnic University of TurinPaola DonatiEuropean Central Bank
SSRN Electronic Journalrepository2008en
ABI

Abstract

No abstract available.

Topics

Monetary Policy and Economic ImpactFinancial Risk and Volatility ModelingStochastic processes and financial applications

Identifiers

DOI
10.2139/ssrn.1102547

Citations and references

Cited by 037 references
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