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Board of Governors of the Federal Reserve System (US)
Finance and Economics Discussion Series
The treasury yield curve as a cointegrated system
Michael G. Bradley
Stephen A. Lumpkin
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Michael G. Bradley & Stephen A. Lumpkin, The treasury yield curve as a cointegrated system, Board of Governors of the Federal Reserve System (US), Finance and Economics Discussion Series 106, 1990.
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Keywords: Government securities ; Interest rates ; Treasury bills
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