An international dynamic term structure model with economic restrictions and unspanned risks / by Gregory H. Bauer et Antonio Diez de los Rios. : FB3-2/112-5E-PDF

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Publication information
Department/Agency Bank of Canada.
Title An international dynamic term structure model with economic restrictions and unspanned risks / by Gregory H. Bauer et Antonio Diez de los Rios.
Series title Bank of Canada working paper1701-93972012-5
Publication type Series - View Master Record
Language [English]
Format Electronic
Electronic document
Note(s) (Résumé en français)
Publishing information Ottawa - Ontario : Bank of Canada February 2012.
Description 90p.graphs, references, tables
ISSN 1701-9397
Catalogue number
  • FB3-2/112-5E-PDF
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