Yields spreads and Interest Rates Movements: A Cointegration Approach
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Bibliographic InfoPaper provided by School of Economics, La Trobe University in its series Working Papers with number 1993.09 EDIRC Provider-Institution: RePEc:edi:smlatau.
Date of creation: 1993
Date of revision:
Other versions of this item:
- Param Silvapulle & Inder Inder, 1993. "Yields spreads and Interest Rates Movements: A Cointegration Approach," Working Papers 1993.09, School of Economics, La Trobe University.
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- Ross Guest & Alan McLean, 1998. "New evidence on the expectations theory of the term structure of Australian Commonwealth Government Treasury yields," Applied Financial Economics, Taylor & Francis Journals, vol. 8(1), pages 81-87.
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