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Article
Title:
Forecasting the Comovements of Spot Interest Rates
Author:
Miguel Almeida Ferreira
(
ISCTE - Instituto Universitário de Lisboa
)
Journal:
Journal of International Money and Finance
Year:
2005
Volume:
24
Pages:
766-792
JEL codes:
C51 - Model Construction and Estimation
E47 - Forecasting and Simulation
E43 - Determination of Interest Rates; Term Structure of Interest Rates
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