Using Proxies for the Short Rate: When are Three Months Like an Instant?
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- Chapman, David A & Long, John B, Jr & Pearson, Neil D, 1999. "Using Proxies for the Short Rate: When Are Three Months Like an Instant?," Review of Financial Studies, Society for Financial Studies, vol. 12(4), pages 763-806.
References listed on IDEAS
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Keywordsinterest rates; proxies; term structure;
- G1 - Financial Economics - - General Financial Markets
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