The persistence in volatility of the US term premium 1970-1986

Elias Tzavalis and Michael Wickens

Economics Letters, 1995, vol. 49, issue 4, 381-389

Date: 1995
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Working Paper: The Persistence in Volatility of the US Term Premium 1970-1986 (1994)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:49:y:1995:i:4:p:381-389

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