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Resolving the spanning puzzle in macro-finance term structure models
Bauer, Michael D., (2015)
The original Operation Twist : the War Finance Corporation's war bond purchases, 1918-1920
Butkiewicz, James L., (2016)
Forecasting the US term structure of interest rates using nonparametric functional data analysis
Caldeira, João F., (2017)
Risk premiums in the term structure : evidence from artificial economies
Backus, David, (1986)
Long-memory inflation uncertainty : evidence from the term structure of interest rates
Backus, David, (1993)
Arbitrage opportunities in arbitrage-free models of bond pricing
Backus, David, (1998)