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The term structure of Japanese interest rates:: The equilibrium spread with asymmetric dynamics

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Author Info
Kuo, Shew-Huei
Enders, Walter
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Article provided by Elsevier in its journal Journal of the Japanese and International Economies.

Volume (Year): 18 (2004)
Issue (Month): 1 (March)
Pages: 84-98
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Handle: RePEc:eee:jjieco:v:18:y:2004:i:1:p:84-98

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Web page: http://www.elsevier.com/locate/inca/622903

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  1. Yunus Aksoy & Miguel A. Leon-Ledesma, 2007. "Non-linearities and Unit Roots in G7 Macroeconomic Variables," Birkbeck Working Papers in Economics and Finance 0710, Birkbeck, School of Economics, Mathematics & Statistics. [Downloadable!]
    Other versions:
  2. Offermanns, Christian J. & Nautz, Dieter, 2006. "The dynamic relationship between the Euro overnight rate, the ECB´s policy rate and the term spread," Discussion Paper Series 1: Economic Studies 2006,01, Deutsche Bundesbank, Research Centre. [Downloadable!]
  3. Jardet, C. & Le Fol, G., 2007. "Euro money market interest rates dynamics and volatility: How they respond to recent changes in the operational framework," Documents de Travail 167, Banque de France. [Downloadable!]
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