Measuring variability and stationarity of term premia for interest rate forecasting
Ramon P. DeGennaro and James T. Moser
Year of publication: |
1995
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Authors: | DeGennaro, Ramon P. ; Moser, James T. |
Published in: |
Advances in quantitative analysis of finance and accounting : a research annual. - River Edge, NJ [u.a.] : World Scientific, ISSN 1061-8910, ZDB-ID 10891043. - Vol. 3.1995, p. 147-173
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