Can the Volatility of the Federal Funds Rate Explain the Time-Varying Risk Premium in Treasury Bill Returns?
John Elder ()
Journal of Macroeconomics, 2001, vol. 23, issue 1, pages 73-97
Date: 2001
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Persistent link: http://EconPapers.repec.org/RePEc:eee:jmacro:v:23:y:2001:i:1:p:73-97
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