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A re-examination of the regional expectations hypothesis of the term structure : reconciling the evidence from long-run and short-run tests
Tzavalis, Elias, (1998)
Explaining the failures of the term spread models of the rational expectations hypothesis of the term structure
Tzavalis, Elias, (1997)
The term structure of expectations and bond yields
Crump, Richard K., (2016)
Interest rate parity and the exchange risk premium : evidence from panel data
Mayfield, E. Scott, (1992)
Estimating the market risk premium
Mayfield, E. Scott, (2004)
On determining the dimension of real-time stock-price data