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Interbank interest rates as term structure indicators
Malz, Allan M., (1998)
The expectations hypothesis of the term structure : tests on US, German, French, and UK Euro-rates
Jondeau, Eric, (1999)
Expected budget deficits and interest rate swap spreads - evidence for France, Germany and Italy
Heppke-Falk, Kirsten, (2004)
Prime de risque et effet ARCH
Belhomme, Christophe, (1992)