@Article{economics.ja.2008-28,
 author = {Giese, Julia V.},
 title = {Level, Slope, Curvature: Characterising the Yield Curve in a Cointegrated VAR Model},
 journal = {Economics: The Open-Access, Open-Assessment E-Journal},
 volume = {2},
 year = {2008},
 number = {2008-28},
 doi = {10.5018/economics-ejournal.ja.2008-28}, 
 url = {http://dx.doi.org/10.5018/economics-ejournal.ja.2008-28}
}