The information content of the short end of the term structure of interest rates
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Citations
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Cited by:
- 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.
- 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, Division of Economics, School of Business, University of Leicester.
- Ron Lange, 1999. "The Expectations Hypothesis for the Longer End of the Term Structure: Some Evidence for Canada," Staff Working Papers 99-20, Bank of Canada.
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