Testing The Expectations Theory Of The Term Structure Of Interest Rates In Threshold Models
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Volume (Year): 7 (2003)
Issue (Month): 04 (September)
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- Anderson, Heather M, 1997. "Transaction Costs and Non-linear Adjustment towards Equilibrium in the US Treasury Bill Market," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 59(4), pages 465-84, November.
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