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Re examination of the rational expectations hypothesis of the term structure reconciling the evidence from long run and short run tests

Tzavalis, Elias and Wickens, Michael

Re examination of the rational expectations hypothesis of the term structure reconciling the evidence from long run and short run tests J4767 1998 - 1998 - 229-239 V. 3 Issue. 3

Subjects--Topical Terms:
Finance and Economics

Subjects--Index Terms: Term structure;Rational expectations;Cointegration;VAR;GMM;

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