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The monotonicity of the term premium *1: Another look. (1992). Richardson, Matthew ; Smith, Tom.
In: Journal of Financial Economics.
RePEc:eee:jfinec:v:31:y:1992:i:1:p:97-105.

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  1. .

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  2. An Adaptive Test of Stochastic Monotonicity. (2020). Kim, Dongwoo ; Wilhelm, Daniel ; Chetverikov, Denis.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:17/20.

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  3. An adaptive test of stochastic monotonicity. (2019). Kim, Dongwoo ; Wilhelm, Daniel ; Chetverikov, Denis.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:49/19.

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  4. An adaptive test of stochastic monotonicity. (2018). Wilhelm, Daniel ; Kim, Dongwoo ; Chetverikov, Denis.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:24/18.

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  5. Testing the liquidity preference hypothesis using survey forecasts. (2015). Silva Junior, Antonio Francisco ; ORNELAS, JOSE ; Silva Jr., Antonio Francisco de Almeida, ; Ornelas, Jose Renato Haas, .
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:23:y:2015:i:c:p:173-185.

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  6. Nonparametric tests for tail monotonicity. (2014). Bucher, Axel ; Berghaus, Betina .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:180:y:2014:i:2:p:117-126.

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  7. Testing the Liquidity Preference Hypothesis using Survey Forecasts. (2014). ORNELAS, JOSE ; Antonio Francisco de Almeida Silva Jr, ; Jose Renato Haas Ornelas, .
    In: Working Papers Series.
    RePEc:bcb:wpaper:353.

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  8. Distribution-free tests of stochastic monotonicity. (2012). Escanciano, Juan Carlos ; Delgado, Miguel A..
    In: Journal of Econometrics.
    RePEc:eee:econom:v:170:y:2012:i:1:p:68-75.

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  9. Monotonicity in asset returns: New tests with applications to the term structure, the CAPM, and portfolio sorts. (2010). Timmermann, Allan ; Patton, Andrew.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:98:y:2010:i:3:p:605-625.

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  10. Hypothesis testing of multiple inequalities: the method of constraint chaining. (2009). Chen, Le-Yu ; Szroeter, Jerzy .
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:13/09.

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  11. Significance of risk modelling in the term structure of interest rates. (2007). Papadamou, Stephanos ; HALKOS, GEORGE.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:17:y:2007:i:3:p:237-247.

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  12. An investigation of bond term premia in international government bond indices. (2006). Papadamou, Stephanos ; HALKOS, GEORGE.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:20:y:2006:i:1:p:45-61.

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  13. The Expectations Hypothesis of the Term Structure : A Look at the Polish Interbank Market. (2005). Konstantinou, Panagiotis T..
    In: Emerging Markets Finance and Trade.
    RePEc:mes:emfitr:v:41:y:2005:i:3:p:70-91.

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  14. Term Structure Dynamics: A Daily View from the Hungarian Foreign Currency Deposits Markets. (2004). Konstantinou, Panagiotis.
    In: Economia Internazionale / International Economics.
    RePEc:ris:ecoint:0130.

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  15. The term premium and the puzzles of the expectations hypothesis of the term structure. (2004). Tzavalis, Elias.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:21:y:2004:i:1:p:73-93.

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  16. Fixed income excess returns and time to maturity. (2001). Drakos, Konstantinos.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:10:y:2001:i:4:p:431-442.

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  17. The term structure of very short-term rates: New evidence for the expectations hypothesis. (2000). Longstaff, Francis ; Longstaff Francis A., .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:58:y:2000:i:3:p:397-415.

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  18. The maturity structure of term premia with time-varying expected returns. (1999). Hooker, Mark A..
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:39:y:1999:i:3:p:391-407.

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  19. The world ex ante risk premium: an empirical investigation. (1998). Ostdiek, Barbara .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:17:y:1998:i:6:p:967-999.

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  20. Explaining the Failures of the Term Spread Models of the Rational Expectations Hypothesis of the Term Structure.. (1997). Wickens, Michael ; Tzavalis, Elias.
    In: Journal of Money, Credit and Banking.
    RePEc:mcb:jmoncb:v:29:y:1997:i:3:p:364-80.

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