A three-factor econometric model of the U.S. term structure
By: by Frank F. Gong and Eli Remolona
Contributors: Remolona, Eli M.; Federal Reserve Bank of New York
Series: Research paper -- no. 9619; Research paper (Federal Reserve Bank of New York) -- no. 9619
Publisher: Federal Reserve Bank of New York
Published: 1996
Place of publication: New York, N.Y
Language: eng
Number of pages: 24
Subjects: Interest rates; Econometric models
Other titles: A three factor econometric model of the U.S. term structure
Notes: "July 1996."

Includes bibliographical references (p. 32-34).