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Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates

Andrea Carriero (), Carlo Favero () and Iryna Kaminska ()

Journal of Econometrics, 2006, vol. 131, issue 1-2, 339-358

Date: 2006
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Related works:
Working Paper: Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates (2004) Downloads
Working Paper: Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates (2004) Downloads
Working Paper: Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates (2004) Downloads
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Journal of Econometrics is currently edited by T. Amemiya, A. R. Gallant, J. F. Geweke, C. Hsiao and P. M. Robinson

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