@article{Abad2005,
	title = {An error correction factor model of term structure slopes in international swap markets},
	author = {Pilar Abad and Alfonso Novales},
	journal = {Journal of International Financial Markets, Institutions and Money},
	month = {Jul},
	number = {3},
	pages = {229--254},
	url = {http://www.sciencedirect.com/science/article/B6VGT-4FV9MJ7-1/1/ee223d5a3d1b49a2cf8eccece65343c0},
	volume = {15},
	year = {2005},
	biburl = {http://www.bibsonomy.org/bibtex/2aae634c38f2f063e6c9f681faa4e4126/smicha},
	keywords = {Factor models }
}