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NEW EVIDENCE CONCERNING THE EXPECTATIONS THEORY FOR THE SHORT END OF THE MATURITY SPECTRUM

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References

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1995The Rational Expectations Hypothesis of the Term Structure, Monetary Policy, and Time-Varying Term Premia21 cited

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1996Cointegration and the term structure: A multicountry comparison15 cited

2002The effect of interest rate volatility on treasury yields15 cited

1998New evidence on the expectations theory of the term structure of Australian Commonwealth Government Treasury yields12 cited