Does Spread Really Predict the Short Rate? Explaining Empirical Anomalies in the Expectations Theory

Erdenebat Bataa, Dong H. Kim and Denise Osborn

Economics Discussion Paper Series from Economics, The University of Manchester

Date: 2006
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Working Paper: Does Spread Really Predict the Short Rate? Explaining Empirical Anomalies in the Expectations Theory (2006)
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