Citations: The rational expectations hypothesis and the cross-section of bond yields

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Arielle Beyaert & Juan José Pérez-Castejón. (2009) Markov-switching models, rational expectations and the term structure of interest rates. Applied Economics 41:3, pages 399-412.
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George E. Halkos & Stephanos T. Papadamou. (2007) Significance of risk modelling in the term structure of interest rates. Applied Financial Economics 17:3, pages 237-247.
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The rational expectations hypothesis and the cross-section of bond yields

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