Endogenous term premia and anomalies in the term structure of interest rates: Explaining the predictability smile
Year of publication: |
1999
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---|---|
Authors: | Roberds, William ; Whiteman, Charles H. |
Published in: |
Journal of Monetary Economics. - Elsevier, ISSN 0304-3932. - Vol. 44.1999, 3, p. 555-580
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Publisher: |
Elsevier |
Saved in:
Online Resource
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