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A two-factor model of the U.K. yield curve
James M. Steeley
Accounting
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Dive into the research topics of 'A two-factor model of the U.K. yield curve'. Together they form a unique fingerprint.
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Keyphrases
Two-factor Model
100%
Yield Curve
100%
Forward Premium
100%
Gilts
50%
Risk Premia
50%
General Equilibrium Model
50%
Direct Impact
50%
Forward Curve
50%
Term Structure of Interest Rates
50%
I-models
50%
Separate Components
50%
Interest Rate Expectations
50%
Economics, Econometrics and Finance
Yield Curve
100%
Factor Model
100%
Public Bond
50%
General Equilibrium
50%
Interest Rate
50%
Equilibrium Model
50%