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A two-factor model of the U.K. yield curve
James M. Steeley
Accounting
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Business & Economics
Decomposition
31%
Factors
29%
Forward Curve
44%
Forward Premium
84%
General Equilibrium Model
29%
Gilts
43%
Interest Rates
41%
Risk Premia
33%
Term Structure of Interest Rates
34%
Yield Curve
100%