Do short-term interest rates influence long-term interest rates? Empirical evidence from some EMS countries
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DOI: 10.1080/135048597355249
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- Camarero, Mariam & Tamarit, Cecilio, 2002. "Instability tests in cointegration relationships. An application to the term structure of interest rates," Economic Modelling, Elsevier, vol. 19(5), pages 783-799, November.
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