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The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates

Giorgio Valente (), Mark P. Taylor (), Lucio Sarno () and Richard H. Clarida ()

Working Papers from Warwick Business School, Finance Group

Date: 2004
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Journal Article: The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates (2006) Downloads
Working Paper: The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates (2005) Downloads
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