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In search of time-varying term premia in the London interbank market Economic rationale and empirical evidence

By A. Hurn, A. McDonald, T. Moody and Glasgow Univ. (United Kingdom)

Abstract

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.930(9310) / BLDSC - British Library Document Supply CentreGBUnited Kingdo

Topics: 05D - Economics, economic theory, 05Z - Banking, finance, taxation, TERM STRUCTURE, INTEREST RATES
Year: 1993
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