@article{publication-5913,
	author={De Giorgi, Enrico and Audrino, Francesco},
	doi={10.1093/jjfinec/nbm007},
	issn={1479-8409},
	journal={Journal of Financial Econometrics},
	number=3,
	pages={456-490},
	publisher={Oxford University Press},
	title={Beta Regimes for the Yield Curve},
	volume=5,
	year=2007,
}