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Treasuries Variance Decomposition and the Impact of Monetary Policy

Kontonikas, Alexandros and Nolan, Charles and Zekaite, Zivile and Lamla, Michael (2019) Treasuries Variance Decomposition and the Impact of Monetary Policy. International Journal of Finance and Economics, 24 (4). pp. 1506-1519. DOI https://doi.org/10.1002/ijfe.1744



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