Interest rate dynamics in Kenya : commercial banks' rates and the 91-day treasury bill rate
Guglielmo Maria Caporale and Luis A. Gil-Alana
| Year of publication: |
March 2016
|
|---|---|
| Authors: | Caporale, Guglielmo Maria ; Gil-Alaña, Luis A. |
| Published in: |
Journal of international development : the journal of the Development Studies Association. - Chichester : Wiley, ISSN 0954-1748, ZDB-ID 27253-X. - Vol. 28.2016, 2, p. 214-232
|
| Subject: | fractional integration | long-range dependence | interest rates | Zins | Interest rate | Staatspapier | Government securities | Kenia | Kenya | Zinsstruktur | Yield curve | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/jid.3013 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011552186