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Testing for a Level Effect in Short-Term Interest Rates. (2004). Suardi, Sandy ; Henry, Ólan.
In: Department of Economics - Working Papers Series.
RePEc:mlb:wpaper:924.

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Cited: 6

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Cites: 33

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Cocites: 50

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  1. Are levels effects important in out-of-sample performance of short rate models?. (2008). Suardi, Sandy.
    In: Economics Letters.
    RePEc:eee:ecolet:v:99:y:2008:i:1:p:181-184.

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  2. Testing for rate dependence and asymmetry in inflation uncertainty: Evidence from the G7 economies. (2007). Suardi, Sandy ; Olekalns, Nilss ; Henry, Ólan.
    In: Economics Letters.
    RePEc:eee:ecolet:v:94:y:2007:i:3:p:383-388.

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  3. Testing for Rate-Dependence and Asymmetry in Inflation Uncertainty:Evidence from the G7 Economies. (2006). Suardi, Sandy ; Olekalns, Nilss ; Henry, Ólan.
    In: Department of Economics - Working Papers Series.
    RePEc:mlb:wpaper:959.

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  4. Equity Return and Short-Term Interest Rate Volatility : Level Effects and Asymmetric Dynamics. (2005). Suardi, Sandy ; Olekalns, Nilss ; Henry, Ólan.
    In: Department of Economics - Working Papers Series.
    RePEc:mlb:wpaper:941.

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  5. Testing for Rate-Dependence and Asymmetry in Inflation Uncertainty: Evidence from the G7 Economies. (). Suardi, Sandy ; Olekalns, Nilss ; Henry, Ólan.
    In: MRG Discussion Paper Series.
    RePEc:qld:uqmrg6:03.

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  6. Equity Return and Short-Term Interest Rate Volatility: Level Effects and Asymmetric Dynamics. (). Suardi, Sandy ; Olekalns, Nilss ; Henry, Ólan.
    In: MRG Discussion Paper Series.
    RePEc:qld:uqmrg6:02.

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References

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