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Testing forward rate unbiasedness allowing for persistent regressors

✍ Scribed by Wei Liu; Alex Maynard

Book ID: 116641555
Publisher: Elsevier Science
Year: 2005
Tongue: English
Weight: 174 KB
Volume: 12
Category: Article
ISSN: 0927-5398
DOI: 10.1016/j.jempfin.2004.05.003

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