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Testing the expectations hypothesis in Eurodeposits

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Author Info
Dominguez, Emilio
Novales, Alfonso

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Article provided by Elsevier in its journal Journal of International Money and Finance.

Volume (Year): 19 (2000)
Issue (Month): 5 (October)
Pages: 713-736
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Handle: RePEc:eee:jimfin:v:19:y:2000:i:5:p:713-736

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Web page: http://www.elsevier.com/locate/inca/30443

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  1. Silva Lopes, Artur C. & Monteiro, Olga Susana, 2007. "The Expectations Hypothesis of the Term Structure: Some Empirical Evidence for Portugal," MPRA Paper 6310, University Library of Munich, Germany, revised 14 Dec 2007. [Downloadable!]
    Other versions:
  2. Mª Jose Gutierrez & Jesús Vazquez, 2003. "Markov Switching Risk Premium and the term structure of interest rates," DFAEII Working Papers 200224, University of the Basque Country - Department of Foundations of Economic Analysis II. [Downloadable!]
  3. A. Mansur & M. Masih & Vicky Ryan, 2005. "The term structure of interest rates in Australia: an application of long run structural modelling," Applied Financial Economics, Taylor and Francis Journals, vol. 15(8), pages 557-573, May. [Downloadable!] (restricted)
  4. 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. [Downloadable!]
  5. Cavaliere Giuseppe & Fanelli Luca & Paruolo Paolo, 2001. "Determining the number of cointegrating relations under rank constraints," Economics and Quantitative Methods qf0109, Department of Economics, University of Insubria. [Downloadable!]
  6. Mauricio Larraín & Fernando Parro, 2006. "The Information Contained in Forward Rates Movements in Chile," Working Papers Central Bank of Chile 386, Central Bank of Chile. [Downloadable!]
  7. María José Gutiérrez & Jesús Vázquez, . "The Changing Behavior of the Term Structure of Post-War U.S. Interest Rates and Changes in the Federal Reserve Chairman. Is There a Link?," Working Papers on International Economics and Finance 01-03, FEDEA. [Downloadable!]
  8. Alfred Haug & Pierre Siklos, 2006. "The Behavior of Short-Term Interest Rates: International Evidence of Non-Linear Adjustment," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 10(4), pages 1276-1276. [Downloadable!] (restricted)
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