The expectation hypothesis of the term structure of very short-term rates : statistical tests and economic value /
Della Corte, Pasquale.
Samo, Lucio.
Thornton, Daniel L.
Centre for Economic Policy Research (Great Britain)
London : Centre for Economic Policy Research,
2007.
"September 2007."
"Financial economics and international macroeconomics."
Includes bibliographical references.
Interest rate risk.
Interest rates