The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields
| Year of publication: |
2007
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| Authors: | Sarno, Lucio ; Thornton, Daniel L. ; Valente, Giorgio |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 2194065. - Vol. 42.2007, 1, p. 81-100
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