Why random walk models of the term structure are hard to reject

Allen Berger () and Roger Craine

No 1, Finance and Economics Discussion Series from Board of Governors of the Federal Reserve System (U.S.)

Keywords: Random walks (Mathematics); Interest rates (search for similar items in EconPapers)
Date: 1987
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Journal Article: Why Random Walk Models of the Term Structure Are Hard to Reject (1989)
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