Endogenous term premia and anomalies in the term structure of interest rates: Explaining the predictability smile
| Year of publication: |
1999
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|---|---|
| Authors: | Roberds, W. ; Whiteman, C.H. |
| Published in: |
Journal of monetary economics. - Amsterdam : Elsevier, ISSN 0304-3932, ZDB-ID 1911557. - Vol. 44.1999, 3, p. 555-580
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