Decomposing real and nominal yield curves

By Michael Abrahams, Tobias Adrian, Richard K. Crump, Emanuel Moench, R. Yu. 2016

159 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/eadb2417834bff5e990853da3eafd7c2ca4e4cdd