The term structure of interest rates, the expectations hypothesis and international financial integration : evidence from Asian economies
Year of publication: |
2011
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Authors: | Holmes, Mark J. ; Otero, Jesús G. ; Panagiōtidēs, Theodōros |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 20.2011, 4, p. 679-689
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Subject: | Heterogeneous dynamic panels | Term structure | Mean reversion | Panel stationarity test | Zinsstruktur | Yield curve | Panel | Panel study | Schätzung | Estimation | Asien | Asia |
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