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: Staff reports -- no. 19; Staff reports (Federal Reserve Bank of New York) -- no. 19.
Publisher: Federal Reserve Bank of New York
Published: 1997
Place of publication: New York, N.Y
Language: eng
Number of pages: 34
Subjects: Interest rates -- United States -- Econometric models.
Other titles: Three factor econometric model of the U.S. term structure
Notes: "January 1997."

Includes bibliographical references (p. 32-34).