Common trends and common cycles among interest rates of the G7-countries
Nannette Lindenberg and Frank Westermann
| Year of publication: |
2009
|
|---|---|
| Authors: | Lindenberg, Nannette ; Westermann, Frank |
| Publisher: |
Osnabrück : Univ., Inst. für Empirische Wirtschaftsforschung |
| Subject: | Zins | Interest rate | Zinsparität | Interest rate parity | Zeitreihenanalyse | Time series analysis | Kointegration | Cointegration | G7-Staaten | G7 countries | 1975-2007 |
| Extent: | 19 Bl. graph. Darst. |
|---|---|
| Series: | Beiträge des Instituts für Empirische Wirtschaftsforschung. - Osnabrück : Inst. für Empirische Wirtschaftsforschung, ZDB-ID 1409553-1. - Vol. 77 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Classification: | C22 - Time-Series Models ; E43 - Determination of Interest Rates; Term Structure Interest Rates ; G12 - Asset Pricing |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003799329