The Persistence in Volatility of the US Term Premium 1970-1986
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- Tzavalis, Elias & Wickens, M. R., 1995. "The persistence in volatility of the US term premium 1970-1986," Economics Letters, Elsevier, vol. 49(4), pages 381-389, October.
References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Fang, WenShwo & Miller, Stephen M., 2009.
"Modeling the volatility of real GDP growth: The case of Japan revisited,"
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Elsevier, vol. 21(3), pages 312-324, August.
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More about this item
Keywordsrisk ; financial sector ; monetary policy;
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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