An analysis of the time series properties of the UK ex-post real interest rate: fractional integration, breaks or nonlinear
| Year of publication: |
2010
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|---|---|
| Authors: | McMillan, David ; Wohar, Mark |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 10779735. - Vol. 20.2010, 22, p. 1697-1708
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