Julia V. Giese

University of Oxford

www.nuffield.ox.ac.uk/users/giese

Papers

2008-28
JournalPaper 		Julia V. Giese
Level, Slope, Curvature: Characterising the Yield Curve in a Cointegrated VAR Model
September 19, 2008 | downloads: 3602 | JEL: C32, E43, E44 | recommended by 2 readers
2008-13
DiscussionPaper 		Julia V. Giese
Level, Slope, Curvature: Characterising the Yield Curve in a Cointegrated VAR Model
April 07, 2008 | downloads: 1353 | JEL: C32, E43, E44 | 5 comments | recommended by 1 reader | 10 citations (RePEc) | journal article