Brown, Craig R.; Cyree, Ken B.; Griffiths, Mark D.; … - In: Journal of Banking & Finance 32 (2008) 4, pp. 600-613
Longstaff [Longstaff, F., 2000. The term structure of very short-term rates: new evidence for the expectations hypothesis. Journal of Financial Economics 58, 397-415] finds support for the expectations hypothesis at the very short end of the repurchase agreement (repo) term structure while other...