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The expectations hypothesis of the term structure: More evidence

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  • McFadyen, James
  • Pickerill, Karen
  • Devaney, Mike
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    File URL: http://www.sciencedirect.com/science/article/B6V7T-47DCWVN-1B/2/49f5bc993059c15655da776169848c52
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    Bibliographic Info

    Article provided by Elsevier in its journal Journal of Economics and Business.

    Volume (Year): 43 (1991)
    Issue (Month): 1 (February)
    Pages: 79-85

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    Handle: RePEc:eee:jebusi:v:43:y:1991:i:1:p:79-85

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    Web page: http://www.elsevier.com/locate/jeconbus

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    Cited by:
    1. A. Arize & J. Malindretos & Z. Obi, 2002. "Long- and short-term interest rates in 19 countries: Tests of cointegration and parameter instability," Atlantic Economic Journal, International Atlantic Economic Society, vol. 30(2), pages 105-120, June.
    2. Smoluk, H. J., 1999. "Excess long real rate volatility," Journal of Multinational Financial Management, Elsevier, vol. 9(2), pages 155-176, March.
    3. Magdalena Massot Perelló & Juan M. Nave Pineda, 2003. "La hipótesis de las expectativas en el largo plazo: evidencia en el mercado español de deuda pública," Investigaciones Economicas, Fundación SEPI, vol. 27(3), pages 533-564, September.
    4. Smoluk, H. J., 1999. "Domestic variance and international comovement bonds tests of interest rates," International Review of Financial Analysis, Elsevier, vol. 8(3), pages 247-267, March.

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