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: 6122 | JEL: C32, E43, E44 | 4 citations (RePEc)
2008-13
DiscussionPaper
Julia V. Giese
Level, Slope, Curvature: Characterising the Yield Curve in a Cointegrated VAR Model
April 07, 2008 | downloads: 1653 | JEL: C32, E43, E44 | 5 comments | 15 citations (RePEc) | journal article