Using Proxies for the Short Rate: When Are Three Months Like an Instant?
Year of publication: |
1999
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Authors: | Chapman, David A. ; Long Jr, John B. ; Pearson, Neil D. |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 10436662. - Vol. 12.1999, 4, p. 763-806
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