The information content of interest rate futures and time-varying risk premia
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- Frances Shaw & Finbarr Murphy & Fergal O’Brien, 2016. "Interest rate dynamics and volatility transmission in the European short term interest rate market," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 40(4), pages 754-772, October.
- Keshab Bhattarai, 2008.
"An empirical study of interest rate determination rules,"
Applied Financial Economics,
Taylor & Francis Journals, vol. 18(4), pages 327-343.
- Keshab Raj Bhattarai, "undated". "An Empirical Study of Interest Rate Determination Rules," EcoMod2006 272100011, EcoMod.
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