%0 Journal Article %1 Junker2006 %A Junker, Markus %A Szimayer, Alex %A Wagner, Niklas %D 2006 %J Journal of Banking & Finance %K Affine models structure term %N 4 %P 1171--1199 %T Nonlinear term structure dependence: Copula functions, empirics, and risk implications %U http://www.sciencedirect.com/science/article/B6VCY-4GDBTCF-1/1/3a8815e2577ebea6cb32f91cb35789d8 %V 30

@article{Junker2006, added-at = {2008-04-22T13:53:19.000+0200}, author = {Junker, Markus and Szimayer, Alex and Wagner, Niklas}, biburl = {https://www.bibsonomy.org/bibtex/241e23cd64343c9e08c609938ae86569d/smicha}, description = {Journal of Banking & Finance}, interhash = {30ce50d47bdd1f69fe7fb86bfbdb2714}, intrahash = {41e23cd64343c9e08c609938ae86569d}, journal = {Journal of Banking \& Finance}, keywords = {Affine models structure term}, month = Apr, number = 4, pages = {1171--1199}, timestamp = {2008-04-22T13:57:03.000+0200}, title = {Nonlinear term structure dependence: Copula functions, empirics, and risk implications}, url = {http://www.sciencedirect.com/science/article/B6VCY-4GDBTCF-1/1/3a8815e2577ebea6cb32f91cb35789d8}, volume = 30, year = 2006 }