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Treasury Bill Yield Curves and Cointegration

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Author Info
H. M. Anderson
C. W.J. Granger
A. D. Hall

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Abstract

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Publisher Info
Paper provided by Department of Economics, UC San Diego in its series University of California at San Diego, Economics Working Paper Series with number 90-24.

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Date of creation: Jul 1990
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Handle: RePEc:cdl:ucsdec:90-24

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  1. Barry Scholnick, 1999. "Interest Rate Asymmetries in Long-Term Loan and Deposit Markets," Journal of Financial Services Research, Springer, vol. 16(1), pages 5-26, September. [Downloadable!] (restricted)
  2. Fabrizio Casalin, 2007. "Single Equation Models, Co-Integration and the Expectations Hypothesis of the Term Structure of Interest Rates," Working Papers 110, University of Milano-Bicocca, Department of Economics, revised 2007. [Downloadable!]
  3. Fabrizio Casalin, 2007. "Single Equation Models, Co-Integration and the Expectations Hypothesis of the Term Structure of Interest Rates," Discussion Papers in Economics 07/06, Department of Economics, University of Leicester. [Downloadable!]
Statistics
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This page was last updated on 2009-12-13.

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