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type_genre:"Article in journal"
~isPartOf:"Journal of banking & finance"
~person:"Caporale, Guglielmo Maria"
~person:"Gil-Alaña, Luis A."
~subject:"Cointegration"
~subject:"Deutschland"
~type:"article"
~type_genre:"Forschungsbericht"
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Caporale, Guglielmo Maria
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Term premium in a fractionally cointegrated yield curve
Abbritti, Mirko
;
Carcel, Hector
;
Gil-Alaña, Luis A.
; …
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014462435
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