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Yield curve estimation by kernel smoothing methods

, , , and . Journal of Econometrics, 105 (1): 185--223 (November 2001)

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Other publications of authors with the same name

The comovement of US and German bond markets, and . International Review of Financial Analysis, 16 (2): 172--182 (2007)The relation between asset returns and inflation at short and long horizons, and . Journal of International Financial Markets, Institutions and Money, 12 (2): 101--118 (April 2002)Cointegration and the US term structure, and . Journal of Banking & Finance, 18 (1): 167--181 (January 1994)A new daily dividend-adjusted index for the Danish stock market, 1985-2002: construction, statistical properties, and return predictability, , and . Research in International Business and Finance, 19 (1): 53--70 (March 2005)Yield curve estimation by kernel smoothing methods, , , and . Journal of Econometrics, 105 (1): 185--223 (November 2001)The Danish stock and bond markets: comovement, return predictability and variance decomposition, and . Journal of Empirical Finance, 8 (3): 243--271 (July 2001)