Stationarity and the term structure of interest rates: a characterisation of stationary and unit root yield curves
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- Gordon H. Dash & Nina Kajiji & Domenic Vonella, 2018. "The role of supervised learning in the decision process to fair trade US municipal debt," EURO Journal on Decision Processes, Springer;EURO - The Association of European Operational Research Societies, vol. 6(1), pages 139-168, June.
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Keywords
Econometric models; Interest rates;NEP fields
This paper has been announced in the following NEP Reports:- NEP-ETS-2008-11-11 (Econometric Time Series)
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