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Explaining the Term Structure of Interest Rates

By  and Olga Kryukovskaya and Olga Kryukovskaya


This project (01-061) was supported by the Economics Education and Research Consortium All opinions expressed here are those of the author and not those of the Economics Education and Research Consortium Research dissemination by the EERC may include views on policy, but the EERC itself takes no institutional policy position

Topics: government bonds, yield curve, term structure, conditional heteroskedasticity, regimes. Acknowledgements. I thank Wojciech Charemza, Vladimir Popov, Stanislav Anatolyev for valuable comments and recommendations, and all participants of group “C ” for useful discussions
Year: 2011
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