provided by Research Papers in Economics
IIIS Discussion Paper
No.195∕December 2006
A Pure Test for the Elasticity of Yield Spreads
Gady Jacoby
I.H. Asper School of Business
Faculty of Management
University of Manitoba
Chuan Liao
Max M. Fisher College of Business
The Ohio State University
Jonathan A. Batten
Department of Finance
Hong Kong University of Science & Technology