FORECASTING THE TREASURY BILL RATE: A TIME-VARYING COEFFICIENT APPROACH
Author:
Affiliation:
1. Drexel University
2. University of Akron
Publisher
Wiley
Subject
Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1475-6803.1991.tb00670.x/fullpdf
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4. Time variation in the relationship between inflation and interest rates;Garbade;Journal of Monetary Economics,1978
5. The expectation hypothesis and the efficiency of the Treasury bill market;Hamburger;Review of Economics and Statistics,1975
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