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Linear and Non-Linear Granger Causality Between Short-Term and Long-Term Interest Rates: A Rolling Window Strategy

Azadeh Rahimi, Ba Chu and Marc Lavoie

Metroeconomica, 2017, vol. 68, issue 4, 882-902

Date: 2017
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Working Paper: Linear and nonlinear Granger causality between short-term and long-term interest rates: a rolling-window strategy (2017)
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