Linearity and stationarity of G7 government bond returns
Year of publication: |
2008
|
---|---|
Authors: | Liew, Venus Khim-Sen ; Qiao, Zhuo ; Wong, Wing-Keung |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | government bond returns | linearity | stationarity | nonlinear |
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