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. Forecast errors for the period 2000-2008 show an excess of autocorrelation and a statistically significant bias at the end of … important reductions in bias (34%) and Mean Square Prediction Error (29%). Moreover, these reductions are, in general …
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This paper analyses the term premia in the Spanish public debt market over the period from January of 1991 to December of 1995. The purpose is to determine the hypothesis that explains the relationship between short-term and long-term interest rates in the Spanish public debt market. We obtain...
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