Impact of changes in the level, slope and curvature of interest rates on U.S. sector returns : an asymmetric nonlinear cointegration approach
Francisco Jareño, Marta Tolentino, María de la O González and Alejandro Oliver
| Year of publication: |
2019
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|---|---|
| Authors: | Jareño, Francisco ; Tolentino, Marta ; González Pérez, María de la O ; Oliver, Alejandro |
| Published in: |
Economic research. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1331-677X, ZDB-ID 2171828-3. - Vol. 32.2019, 1,2, p. 1275-1297
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| Subject: | Stock market | business returns | term structure of interest rates (T.S.I.R.) | level | slope and curvature of theT.S.I.R. | nonlinear autoregressive distributedlag (N.A.R.D.L.) | Zinsstruktur | Yield curve | USA | United States | Kapitaleinkommen | Capital income | Zins | Interest rate | Schätzung | Estimation | Kointegration | Cointegration | Nichtlineare Regression | Nonlinear regression |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1331677X.2019.1632726 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012390407