Fractional cointegration in US term spreads
Guglielmo Maria Caporale and Luis A. Gil-Alana
| Year of publication: |
2010
|
|---|---|
| Authors: | Caporale, Guglielmo Maria ; Gil-Alaña, Luis A. |
| Publisher: |
Uxbridge : Brunel Univ. West London, Brunel Business School |
| Subject: | Zinsstruktur | Yield curve | Öffentliche Anleihe | Public bond | Kointegration | Cointegration | Schätzung | Estimation | USA | United States |
| Extent: | Online-Ressource (PDF-Datei: 8 S.) graph. Darst. |
|---|---|
| Series: | Economics and finance working paper series. - Uxbridge : [Verlag nicht ermittelbar], ZDB-ID 2257340-9. - Vol. 10-04 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003963290