The role of uncertainty in the term structure of interest rates: A GARCH-ATSM approach

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Publisher: Routledge Ltd

E-ISSN: 1466-4283|47|34-35|3710-3722

ISSN: 1466-4283

Source: Applied Economics, Vol.47, Iss.34-35, 2015-07, pp. : 3710-3722

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Abstract