Linear and nonlinear comovement in Southeast Asian local currency bond markets : a stepwise multiple testing approach
Year of publication: |
September 2016
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Authors: | Matsuki, Takashi |
Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 51.2016, 2, p. 591-619
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Subject: | Nonlinearity | Unit roots | Cointegration | Multiple testing | Asian local | currency bonds | Schätzung | Estimation | Rentenmarkt | Bond market | Internationale Anleihe | International bond | Asien | Asia | Kointegration | Nichtlineare Regression | Nonlinear regression | Einheitswurzeltest | Unit root test |
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