Persistence and cyclical dependence in the monthly Euribor rate
Year of publication: |
2011
|
---|---|
Authors: | Caporale, Guglielmo Maria ; Gil-Alana, Luis A. |
Publisher: |
Munich : Center for Economic Studies and ifo Institute (CESifo) |
Subject: | Euribor rate | time dependence | cyclical behaviour |
Series: | CESifo Working Paper ; 3653 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 675947820 [GVK] hdl:10419/53135 [Handle] |
Classification: | C22 - Time-Series Models ; E30 - Prices, Business Fluctuations, and Cycles. General |
Source: |
-
Persistence and Cyclical Dependence in the Monthly Euribor Rate
Caporale, Guglielmo Maria, (2011)
-
Persistence and cyclical dependence in the monthly euribor rate
Caporale, Guglielmo Maria, (2011)
-
Persistence and Cyclical Dependence in the Monthly Euribor Rate
Caporale, Guglielmo Maria, (2011)
- More ...
-
Long-run and cyclical dynamics in the US stock market
Caporale, Guglielmo Maria, (2004)
-
The PPP hypothesis revisited: Evidence using a multivariate long-memory model
Caporale, Guglielmo Maria, (2013)
-
Caporale, Guglielmo Maria, (2013)
- More ...