@article{econhot_econhot-cited-048eb6f245d2b341,
  title = {A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables},
  author = {Andrew Ang and Monika Piazzesi},
  journal = {Journal of Monetary Economics},
  year = {2003},
  volume = {50},
  number = {4},
  pages = {745-787},
  doi = {10.1016/s0304-3932(03)00032-1},
  url = {https://doi.org/10.1016/s0304-3932(03)00032-1}
}