The expectation hypothesis of the term structure of very short-term rates: Statistical tests and economic value
| Year of publication: |
2008
|
|---|---|
| Authors: | Della Corte, Pasquale ; Sarno, Lucio ; Thornton, Daniel L. |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 1871183. - Vol. 89.2008, 1, p. 158-175
|