Term spread regressions of the rational expectations hypothesis of the term structure allowing for risk premium effects.
| Autor: | Argyropoulos, Efthymios1, Tzavalis, Elias1 |
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| Zdroj: | Studies in Nonlinear Dynamics & Econometrics. Feb2015, Vol. 19 Issue 1, p49-70. 22p. |
| Databáze: | Business Source Ultimate |
| Externí odkaz: |
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