%0 Journal Article %1 Abad2005 %A Abad, Pilar %A Novales, Alfonso %D 2005 %J Journal of International Financial Markets, Institutions and Money %K Factor models %N 3 %P 229--254 %T An error correction factor model of term structure slopes in international swap markets %U http://www.sciencedirect.com/science/article/B6VGT-4FV9MJ7-1/1/ee223d5a3d1b49a2cf8eccece65343c0 %V 15

@article{Abad2005, added-at = {2008-04-29T08:06:25.000+0200}, author = {Abad, Pilar and Novales, Alfonso}, biburl = {https://www.bibsonomy.org/bibtex/2aae634c38f2f063e6c9f681faa4e4126/smicha}, interhash = {663c5d8aa74250ac313b50095a291a5a}, intrahash = {aae634c38f2f063e6c9f681faa4e4126}, journal = {Journal of International Financial Markets, Institutions and Money}, keywords = {Factor models}, month = Jul, number = 3, pages = {229--254}, timestamp = {2008-04-29T08:06:45.000+0200}, title = {An error correction factor model of term structure slopes in international swap markets}, url = {http://www.sciencedirect.com/science/article/B6VGT-4FV9MJ7-1/1/ee223d5a3d1b49a2cf8eccece65343c0}, volume = 15, year = 2005 }