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Non-Linearities and Persistence in US Long-Run Interest Rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2020
This note examines the stochastic behaviour of US monthly 10-year
government
bond
yields
. Specifically, it estimates a …
Persistent link: https://www.econbiz.de/10012425650
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