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Applied Economics Letters Volume 5, 1998 - Issue 7
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Original Articles

The term structure of Australian interest rates: tests of the expectation hypothesis

Edward S. Robinson
Pages 463-467 | Published online: 05 Oct 2010

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Sandy Suardi. (2010) Nonstationarity, cointegration and structural breaks in the Australian term structure of interest rates. Applied Economics 42:22, pages 2865-2879.
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Articles from other publishers (1)

Longzhen Fan & Chu Zhang. (2006) The Chinese interbank repo market: An analysis of term premiums. Journal of Futures Markets 26:2, pages 153-167.
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