Are German money market rates well behaved?

Journal of Economic Dynamics and Control

Volumn 24, Issue 3, 2000, Pages 347-360

  Cuthbertson, Keith ^a,b   Hayes, Simon ^c   Nitzsche, Dirk ^a  

^a IMPERIAL COLLEGE LONDON   (United Kingdom)

^b UNIVERSITÉ DE BORDEAUX   (France)

^c NEWCASTLE UNIVERSITY   (United Kingdom)

Author keywords

C32; Expectations hypothesis; G12; German money markets; Term structure

Indexed keywords

EID: 0001409083     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0165-1889(99)00009-3     Document Type: Article

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