Short-term eurocurrency rate behavior and specifications of cointegrating processes
Year of publication: |
2000
|
---|---|
Authors: | Chiang, Thomas C. ; Kim, Doseong |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 9.2000, 2, p. 157-179
|
Subject: | Zinsstruktur | Yield curve | Euromarkt | Euromarkets | Schätzung | Estimation | EU-Staaten | EU countries | Kointegration | Cointegration | 1973-1996 |
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