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La théorie des anticipations de la structure par terme permet-elle de rendre compte de lévolution des taux dintérêt sur euro-devise ?. (2001). Jondeau, Eric.
In: Annals of Economics and Statistics.
RePEc:adr:anecst:y:2001:i:62:p:07.

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  1. The Liquidity Premium in the Money Market: A Comparison of the German Mark Period and the Euro Area. (2006). Durré, Alain.
    In: German Economic Review.
    RePEc:bla:germec:v:7:y:2006:i::p:163-187.

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  2. Modèles à changement de régime et test de la théorie des anticipations rationnelles de la structure par terme des taux dintérêt en France. (2004). Rautureau, Nicolas .
    In: Économie et Prévision.
    RePEc:prs:ecoprv:ecop_0249-4744_2004_num_163_2_7347.

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  3. Estimating risk premia in money market rates. (2003). Durré, Alain ; Pilegaard, Rasmus ; Evjen, Snorre ; Durre, Alain.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2003221.

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