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A Multivariate Model of the Term Structure

Authors

  • TERENCE C. LANGETIEG

    Assistant Professor of Finance
    1. Assistant Professor of Finance, Graduate School of Business, University of Southern California, Los Angeles.
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  • I would like to thank the participants of seminars at the University of Southern California, the University of Wisconsin—Madison, and the University of California—Los Angeles for their comments and suggestions which are reflected in this final version. Of course, any remaining errors are my own.

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