Information in the US Treasury Term Structure of Interest Rates. Brooks, R., Cline, B. N., & Enders, W. Financial Review, 47(2):247–272, 2012.
Information in the US Treasury Term Structure of Interest Rates [link]Paper  bibtex   
@article{ brooks_information_2012,
  title = {Information in the {US} Treasury Term Structure of Interest Rates},
  volume = {47},
  url = {http://onlinelibrary.wiley.com/doi/10.1111/j.1540-6288.2012.00328.x/full},
  number = {2},
  urldate = {2013-01-22},
  journal = {Financial Review},
  author = {Brooks, R. and Cline, B. N. and Enders, W.},
  year = {2012},
  pages = {247–272}
}

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