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,. ,' ,) .1996 (." : " "
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Andersen, N., et al. (1996). Estimating and Interpreting the Yield Curve, John Wiley & Sons Ltd,
West Sussex, England.
Bekaert, G., R.J. Hodrick and D.A. Marshall (1995). "'Peso Problem' Explanations for Term Structure Anomalies", NBER Working Paper No. W6147
Campbell, J.Y, and Robert J. Shiller (1991)."Yield Spreads and Interest Rate Movements: A Bird's Eye View" ,Review of Economic Studies 58, 495-514.
Chib, S., and E. Greenberg (1996). "Markov Chain Monte-Carlo Simulation Methods in Econometrics" ,Econometric Theory 12, 409-431.
Cook, T. and T. Hahn (1990). "Interest Rate Expectations and the Slope of the Money Market Yield Curve" ,Federal Reserve Bank of Richmond Economic Review 76, 3-26.
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