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Mean Reversion in Interest Rates : New Evidence from a Panel of OECD Countries
Zhang, Hua, (2000)
Machine learning treasury yields
Kakushadze, Zura, (2020)
Shall we twist?
Altermatt, Sophie, (2020)
Asymmetry in forward exchange rate bias : a puzzling result
Wu, Yangru, (1996)
Do interest rates follow unit-root processes? : Evidence from cross-maturity treasury bill yields
Wu, Yangru, (1997)
Forward premiums as unbiased predictors of future currency depreciation : a non-parametric analysis