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institution:"Universitat Pompeu Fabra / Departament d'Economia i Empresa"
~institution:"Center for Economic Research <Tilburg>"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"University of Exeter / Department of Economics"
~institution:"University of Southampton / Department of Economics"
~person:"Harris, Richard D. F."
~subject:"Maximum likelihood estimation"
~subject:"Yield curve"
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Harris, Richard D. F.
Tzavalis, Elias
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Universitat Pompeu Fabra / Departament d'Economia i Empresa
Center for Economic Research <Tilburg>
Centre for Analytical Finance <Århus>
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University of Southampton / Department of Economics
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The expectations hypothesis of the term structure and time varying risk premia : a panel data approach
Harris, Richard D. F.
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1998
Persistent link: https://www.econbiz.de/10000998640
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Tests of the expectations hypothesis of the term structure in a model with Bayesian learning
Bulkley, George
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Harris, Richard D. F.
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Weller, Paul A.
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1997
Persistent link: https://www.econbiz.de/10000966506
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