Drobyshevsky, Drobyshevsky Sergey; Lugovoy, Lugovoy Oleg; … - Gaidar Institute for Economic Policy - 2009
The study tests the standard hypotheses concerning the behavior of indi-ces describing the term structure of interest rates on the Russian GKO–OFZ market, identifies and analyzes the changes in the term structure of interest rates that occurred in the period between two crises (1998–2008)...