Non-linear adjustment in the term structure of interest rates : a cointegration analysis in the non-linear STAR framework
Year of publication: |
2006
|
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Authors: | Maki, Daiki |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 16.2006, 17 (15.11.), p. 1301-1307
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Subject: | Zinsstruktur | Yield curve | Kointegration | Cointegration | Nichtlineare Regression | Nonlinear regression | Japan | 1966-2003 |
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