Threshold Dynamics of Short-term Interest Rates: Empirical Evidence and Implications for the Term Structure
Year of publication: |
2008
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Authors: | Archontakis, Theofanis ; Lemke, Wolfgang |
Published in: |
Economic notes : economic review of Banca Monte dei Paschi di Siena. - Oxford : Wiley-Blackwell, ISSN 0391-5026, ZDB-ID 1940326. - Vol. 37.2008, 1, p. 75-118
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