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Stationarity and the term structure of interest rates: a characterisation of stationary and unit root yield curves
Bowsher, Clive G., (2008)
Stationary and Nonstationary Behaviour of the Term Structure: A Nonparametric Characterization
Bowsher, Clive G., (2013)
The Dynamics of Economic Functions: Modelling and Forecasting the Yield Curve