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On biases in tests of the expectation hypothesis of the term structure of interest rates

Bekaert,G.R.J.
Hodrick,R.
Marshall,D.
Abstract
Description
Pagination: 39
Date
1997
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Research Projects
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Citation
Bekaert, G R J, Hodrick, R & Marshall, D 1997, 'On biases in tests of the expectation hypothesis of the term structure of interest rates', Journal of Financial Economics, vol. 44, pp. 309-348.
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