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| 01833nam##2200325za#4500 |
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| 001 | 9.615028 |
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| 003 | CaOODSP |
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| 005 | 20211126112847 |
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| 007 | ta |
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| 008 | 150406|1999||||xxc||||| f|0| 0 eng|d |
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| 020 | |a0-662-28413-5 |
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| 022 | |a1192-5434 |
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| 040 | |aCaOODSP|beng |
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| 043 | |an-cn--- |
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| 086 | 1 |aFB3-2/99-20E |
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| 110 | 2 |aBank of Canada. |
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| 245 | 14|aThe expectations hypothesis for the longer end of the term structure : |bsome evidence for Canada / |cby Ron Lange. |
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| 260 | |aOttawa - Ontario : |bBank of Canada |c1999. |
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| 300 | |av, 27p. : |bgraphs, references, tables ; |c28 cm. |
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| 490 | 1 |aWorking paper|x1192-5434|v99-20 |
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| 500 | |a"This paper assesses the expectations theory for Canada using three empirical approaches that have received attention in the literature: (i) cointegration tests of the long-run unbiasedness hypothesis, (ii) simulations of a theoretical long-term yield that is consistent with the expectations hypothesis, and (iii) ex post tests of the rational expectations hypothesis."--Introduction. |
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| 520 | 3 |aThis paper assesses the expectations theory for Canada using three empirical approaches that have received attention in the literature: (i) cointegration tests of the long-run unbiasedness hypothesis, (ii) simulations of a theoretical long-term yield that is consistent with the expectations hypothesis, and (iii) ex post tests of the rational expectations hypothesis.--Introduction |
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| 546 | |aRésumés en français |
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| 563 | |aSoftcover |
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| 590 | |a00-01|b2000-01-07 |
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| 690 | 07|aInterest rates|2gcpds |
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| 720 | 1 |aLange, Ron |
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| 776 | 0#|tThe expectations hypothesis for the longer end of the term structure : |w(CaOODSP)9.571704 |
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| 830 | #0|aWorking paper,|x1192-5434|v99-20|w(CaOODSP)9.514622 |
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