A factor risk model with reference returns for the US dollar and Japanese yen bond markets
By: by Carlos Bernadell, Joachim Coche and Ken Nyholm
Contributors: Coche, Joachim; Nyholm, Ken; European Central Bank
Series: Working paper series / European Central Bank -- working paper no. 641; Working paper series (European Central Bank) -- working paper no. 641
Publisher: European Central Bank
Published: 2006
Place of publication: Frankfurt am Main, Germany
Language: eng
Notes: "May 2006"