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Statistical evidence on the mean reversion of interest rates. (2011). End, Jan Willem ; van den End, Jan Willem.
In: DNB Working Papers.
RePEc:dnb:dnbwpp:284.

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  1. The riskiness of stock versus money market investment with stochastic rates. (2023). Bihary, Zsolt ; Szabo, David Zoltan.
    In: Central European Journal of Operations Research.
    RePEc:spr:cejnor:v:31:y:2023:i:2:d:10.1007_s10100-022-00814-4.

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  2. A Bayesian time?varying autoregressive model for improved short?term and long?term prediction. (2022). Rugamer, David ; Stocker, Almond ; Berninger, Christoph.
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:41:y:2022:i:1:p:181-200.

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  3. A Bayesian Time-Varying Autoregressive Model for Improved Short- and Long-Term Prediction. (2020). Rugamer, David ; Stocker, Almond ; Berninger, Christoph.
    In: Papers.
    RePEc:arx:papers:2006.05750.

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  4. Economic policy implications of the Gibson Law in the Netherlands (1800–2012). (2019). Monja-Kare, Lorena.
    In: Journal of Policy Modeling.
    RePEc:eee:jpolmo:v:41:y:2019:i:5:p:926-942.

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  56. Long memory in the U.S. interest rate. (2004). Gil-Alana, Luis.
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