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Peso problem explanations for term structure anomalies

Journal of Monetary Economics, 48(2): 241--270, 2001.
Authors: Geert Bekaert and Robert J. Hodrick and David A. Marshall
URL: http://www.sciencedirect.com/science/article/B6VBW-43X7MFP-2/1/c186f4bef8353fe9a22b1bbdecd8ff69
Tags: Term structure
| URL | BibTeX  
@article{Bekaert2001,
title = {Peso problem explanations for term structure anomalies},
author = {Geert Bekaert and Robert J. Hodrick and David A. Marshall},
journal = {Journal of Monetary Economics},
month = {Oct},
number = {2},
pages = {241--270},
url = {http://www.sciencedirect.com/science/article/B6VBW-43X7MFP-2/1/c186f4bef8353fe9a22b1bbdecd8ff69},
volume = {48},
year = {2001},
keywords = {Term structure }
}