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Dynamic Dependence of Term Structure of Interest Rates and Macroeconomic Factors:Empirical Studies Based on VAR Models
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Journal of Finance and Economics Vol. 33, Issue 05, pp. 127 - 134 (2007)
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刘金全, 王勇, 张鹤. Dynamic Dependence of Term Structure of Interest Rates and Macroeconomic Factors:Empirical Studies Based on VAR Models[J]. Journal of Finance and Economics, 2007, 33(5): 127–134. 
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