A two-factor model of the German term structure of interest rates
By: by Nuno Cassola and Jorge Barros Luís
Series: Working paper series / European Central Bank -- working paper no. 46; Working paper series (European Central Bank) -- working paper no. 46
Publisher: European Central Bank
Published: 2001
Place of publication: Frankfurt am Main, Germany
Language: eng
Notes: "March 2001."