Around and around: the expectations hypothesis
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- Cox, John C & Ingersoll, Jonathan E, Jr & Ross, Stephen A, 1981. "A Re-examination of Traditional Hypotheses about the Term Structure of Interest Rates," Journal of Finance, American Finance Association, vol. 36(4), pages 769-799, September.
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- Ang, Andrew & Piazzesi, Monika, 2003.
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KeywordsRational expectations (Economic theory);
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