## A No-Arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables (2002)

by
Andrew Ang
,
Monika Piazzesi

Citations: | 248 - 15 self |

### BibTeX

@MISC{Ang02ano-arbitrage,

author = {Andrew Ang and Monika Piazzesi},

title = {A No-Arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables},

year = {2002}

}