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Basma Bekdache

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This is information that was supplied by Basma Bekdache in registering through RePEc. If you are Basma Bekdache , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Basma
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Last Name: Bekdache
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RePEc Short-ID: pbe746

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Affiliation

Works

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Working papers

  1. Basma Bekdache & Christopher F. Baum, 1999. "A re-evaluation of empirical tests of the Fisher hypothesis," Computing in Economics and Finance 1999 944, Society for Computational Economics, revised 18 Sep 2000.
  2. Basma Bekdache & Christopher F. Baum, 1998. "Modeling fixed income excess returns," Boston College Working Papers in Economics 409, Boston College Department of Economics, revised 14 Apr 2000.
  3. Christopher F. Baum & Basma Bekdache, 1995. "Modeling Returns on the Term Structure of Treasury Interest Rates," Boston College Working Papers in Economics 288., Boston College Department of Economics.
  4. Basma Bekdache & Christopher F. Baum, . "The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates," Computing in Economics and Finance 1997 72, Society for Computational Economics.
  5. Basma Bekdache & Byeongseon Seo, . "On the Long-Run Stability of Term Premia," Computing in Economics and Finance 1997 112, Society for Computational Economics.

Articles

  1. Bekdache, Basma, 2001. "Term Premia and the Maturity Composition of the Federal Debt: New Evidence from the Term Structure of Interest Rates," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 20(7), pages 519-39, November.
  2. Bekdache, Basma, 1999. "The Time-Varying Behaviour of Real Interest Rates: A Re-evaluation of the Recent Evidence," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 14(2), pages 171-90, March-Apr.
  3. Bekdache, Basma, 1998. "Alternative Approaches to Modeling Time Variation in the Case of the U.S. Real Interest Rate," Computational Economics, Society for Computational Economics, vol. 11(1-2), pages 41-51, April.

NEP Fields

1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-IFN: International Finance (1) 1998-06-29. Author is listed

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