A No-Arbitrage Structural Vector Autoregressive Model of the UK Yield Curve

B-Tier
Journal: Oxford Bulletin of Economics and Statistics
Year: 2013
Volume: 75
Issue: 5
Pages: 680-704

Authors (1)

Iryna Kaminska (Bank of England)

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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Technical Details

RePEc Handle
repec:bla:obuest:v:75:y:2013:i:5:p:680-704
Journal Field
General
Author Count
1
Added to Database
2026-01-25