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The empirical failure of the expectations hypothesis of the term structure of bond yields. (2005). Valente, Giorgio ; Thornton, Daniel ; Sarno, Lucio ; Dittmar, Robert .
In: Working Papers.
RePEc:fip:fedlwp:2003-021.

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  1. Sources of regime switching in short-term interest rates for Canada. (2010). Lange, Ronald.
    In: Applied Economics.
    RePEc:taf:applec:v:42:y:2010:i:4:p:439-454.

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  2. Economic Value of Stock and Interest Rate Predictability in the UK. (2010). Sirichand, Kavita ; Hall, Stephen.
    In: Discussion Papers in Economics.
    RePEc:lec:leecon:10/13.

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  3. Decision-Based Forecast Evaluation of UK Interest Rate Predictability*. (2010). Sirichand, Kavita ; Hall, Stephen.
    In: Discussion Papers in Economics.
    RePEc:lec:leecon:10/09.

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  4. Regime-switching monetary policy in Canada. (2010). Lange, Ronald H..
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:32:y:2010:i:3:p:782-796.

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  5. Monetary Policy Regimes and the Volatility of Long-Term Interest Rates. (2008). Queijo von Heideken, Virginia.
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0220.

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  6. Monetary policy: why money matters and interest rates dont. (2008). Thornton, Daniel.
    In: Working Papers.
    RePEc:fip:fedlwp:2008-011.

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  7. The Expectations Hypothesis of the Term Structure: Some Empirical Evidence for Portugal. (2007). Silva Lopes, Artur ; Monteiro, Olga Susana.
    In: MPRA Paper.
    RePEc:pra:mprapa:6310.

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  8. The expectations hypothesis of the term structure: some empirical evidence for Portugal. (2007). Silva Lopes, Artur ; M. Monteiro, Olga Susana, .
    In: MPRA Paper.
    RePEc:pra:mprapa:3437.

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  9. The expectation hypothesis of the term structure of very short-term rates: statistical tests and economic value. (2007). Thornton, Daniel ; Sarno, Lucio ; Della Corte, Pasquale.
    In: Working Papers.
    RePEc:fip:fedlwp:2006-061.

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  10. Information shares in the U.S. treasury market. (2007). Neely, Christopher ; Mizrach, Bruce.
    In: Working Papers.
    RePEc:fip:fedlwp:2005-070.

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  11. The Expectation Hypothesis of the Term Structure of Very Short-Term Rates: Statistical Tests and Economic Value. (2007). Thornton, Daniel ; Sarno, Lucio ; Della Corte, Pasquale.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6445.

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  12. MONETARY POLICY AND BEHAVIOURAL FINANCE. (2007). Cuthbertson, K. ; Nitzsche, D..
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:21:y:2007:i:5:p:935-969.

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  13. CHARACTERIZING THE BRAZILIAN TERM STRUCTURE OF INTEREST RATES. (2007). Tabak, Benjamin ; Guillén, Osmani ; Guillén, Osmani ; Osmani Teixeira de Carvalho Guillen, ; Guillén, Osmani ; Osmani Teixeira De Carvalho Guillen, .
    In: Anais do XXXV Encontro Nacional de Economia [Proceedings of the 35th Brazilian Economics Meeting].
    RePEc:anp:en2007:108.

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  14. Determinants of long-term interest rates in the Scandinavian countries. (2006). Hol, Suzan.
    In: Discussion Papers.
    RePEc:ssb:dispap:469.

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References

References cited by this document

  1. Andrews, D. K. W. (1993) Tests for Parameter Instability and Structural Change with Unknown Change Point, Econometrica 61, 821-56.

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