Testing the expectations hypothesis in the Brazilian term structure of interest rates: a cointegration analysis

10.1080/1350485032000158609

10.1016/S0304-405X(97)00007-X

10.1080/13518470110040609

10.2307/2298008

10.1111/j.1468-0084.1993.mp55003003.x

10.1080/0003684032000148524

10.2307/2235564

10.1016/0014-2921(94)00023-S

10.2307/1391997

10.1016/S0261-5606(00)00028-0

10.1016/0378-4266(94)00084-0

Enders W, 1995, Applied Econometric Time Series

10.2307/1913236

10.1016/0165-1765(95)00733-4

10.2307/2328591

10.1016/S0261-5606(96)00050-2

10.1080/00036840110074123

10.2307/1392518

10.2307/2109549

10.1016/0304-3932(94)90003-5

Hurn AS, 1995, Oxford Economic Papers, 47, 418, 10.1093/oxfordjournals.oep.a042179

10.1016/0165-1889(88)90041-3

10.2307/2938278

10.1093/0198774508.001.0001

10.1016/0304-4076(92)90086-7

10.1016/S0261-5606(99)00029-7

Konstantinou PT, 2005, Emerging Markets Finance and Trade, 41, 70, 10.1080/1540496X.2005.11052611

Koukouritakis M, 2007, Forthcoming in Applied Economics, 1

10.1016/S0889-1583(03)00046-7

10.1016/0304-4076(92)90104-Y

10.1590/S0034-71402003000400010

10.1016/S0304-405X(00)00077-5

MacKinnon JG, 1991, Long Run Economic Relationships, 267, 10.1093/oso/9780198283393.003.0013

10.2307/2534414

10.2307/1891113

10.1016/0148-6195(91)90008-K

Newey W, 1994, The Review of Economic Studies, 26, 635

10.1093/biomet/75.2.335

10.2307/1391547

Shiller RJ, 1990, Handbook of Monetary Economics, 1, 627, 10.1016/S1573-4498(05)80016-5

10.1016/0304-405X(88)90031-1

Tabak BM, 2003, Revista Brasileira de Finanças, 2

10.2307/2234289

10.1016/j.jbankfin.2004.09.005

10.2307/2953700