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Our data says that the document:

Ahmet Can, Inci ; Biao, Lu. (2004) Exchange rates and interest rates: can term structure models explain currency movements?.
In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:28:y:2004:i:8:p:1595-1624.

Full description at Econpapers

cites:

Chen, R. ; Scott, L. Maximum likelihood estimation for a multifactor equilibrium model of the term structure of interest rates. 1993 The Journal of Fixed Income. 3 14-31

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