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Time series analysis of the US term structure of interest rates using a Bayesian Markov switching cointegration model
Sugita, Katsuhiro, (2017)
Revisiting the term of interest rates: evidence from USA
Kuo, Pao-Lan, (2019)
Is there excess comovement of bond yields between countries?
Sutton, Gregory D., (2000)
Forecasting some low-predictability time series using diffusion indices
Brisson, Marc, (2003)
Non-parametric regression models of deviations from orthogonality in the expectations theory of the term structure
Campbell, Bryan, (1997)
Credit rationing and threshold effects in the relation between money and output
Galbraith, John W., (1996)