Spot and forward rates in the Canadian treasury bill market
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Financial Economics.
Volume (Year): 10 (1982)
Issue (Month): 1 (March)
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Web page: http://www.elsevier.com/locate/inca/505576
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- Park, S.B., 1997. "Cointegration and Market Efficiency: An Application to the Canadian Treasury Bill Market," Carleton Economic Papers 97-06, Carleton University, Department of Economics.
- Casalin, Fabrizio, 2013. "Testing the expectations hypothesis of the term structure with permanent-transitory component models," Journal of Banking & Finance, Elsevier, vol. 37(8), pages 3192-3203.
- Soo-Bin Park, 2000. "A Test of The Market Efficiency Hypothesis with An Application to Canadian Treasury Bill Yields," Carleton Economic Papers 99-03, Carleton University, Department of Economics.
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