Do Interest Rates Follow Unit-Root Processses? -- Evidence from Cross-Maturity Treasury-Bill Yields
| Year of publication: |
1997
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|---|---|
| Authors: | Wu, Yangru ; Zhang, Hua |
| Published in: |
Review of quantitative finance and accounting. - Boston, Mass. [u.a.] : Springer, ISSN 0924-865X, ZDB-ID 10878555. - Vol. 8.1997, 1, p. 69
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