Testing for threshold nonlinearity in short-term interest rates
Year of publication: |
2005
|
---|---|
Authors: | Gospodinov, Nikolaj |
Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 3.2005, 3, p. 344-371
|
Subject: | Zinsstruktur | Yield curve | Statistischer Test | Statistical test | Bootstrap-Verfahren | Bootstrap approach |
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