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The expectation hypothesis of the term structure of very short-term rates: statistical tests and economic value
In: Discussion paper series 6445
In: Financial economics and international macroeconomics
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In: Discussion paper series 6445
In: Financial economics and international macroeconomics
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In: CEPR Discussion Paper No. DP15569
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In: Journal of Finance, Forthcoming
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In: Winner of the Kepos Capital Award for the Best Paper on Investments at the 2013 WFA Meeting
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In: Journal of Financial Economics (JFE), Forthcoming
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In: CEPR Discussion Paper No. DP9549
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In: Review of Economics and Statistics, Forthcoming
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