Mean reversion of short-run interest rates : empirical evidence from new EU countries
Year of publication: |
2012
|
---|---|
Authors: | Barros, Carlos Pestana ; Gil-AlaƱa, Luis A. ; Matousek, Roman |
Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 18.2012, 1/2, p. 89-107
|
Subject: | interest rate | mean reversion | EU | Zins | Interest rate | Mean Reversion | Mean reversion | EU-Staaten | EU countries |
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