Long- and short-term interest rates in 19 countries: Tests of cointegration and parameter instability
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Volume (Year): 30 (2002)
Issue (Month): 2 (June)
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- Hall, Anthony D & Anderson, Heather M & Granger, Clive W J, 1992. "A Cointegration Analysis of Treasury Bill Yields," The Review of Economics and Statistics, MIT Press, vol. 74(1), pages 116-26, February.
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