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The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields
Valente, Giorgio, (2005)
What's Unique About the Federal Funds Rate? Evidence from a Spectral Perspective
Sarno, Lucio, (2002)
Modeling and Forecasting Stock Returns: Exploiting the Futures Market, Regime Shifts and International Spillovers
Valente, Giorgio, (2004)