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Wali Ullah
Information about the author Wali Ullah will soon be added to the site.
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1 papers
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Affine Term Structure Model with Macroeconomic Factors: Do No-Arbitrage Restriction and Macroeconomic Factors Imply Better Out-of-Sample Forecasts?
2016
This study extends the affine dynamic Nelson–Siegel model for the inclusion of...
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