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Volumn 89, Issue 1, 2008, Pages 158-174

The expectation hypothesis of the term structure of very short-term rates: Statistical tests and economic value

Author keywords

Economic value; Expectation hypothesis; Term structure of interest rates; Vector autoregression

Indexed keywords


EID: 48449090142     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jfineco.2007.08.002     Document Type: Article
Times cited : (66)

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