Mansur, A.; Masih, M.; Ryan, Vicky - In: Applied Financial Economics 15 (2005) 8, pp. 557-573
The term structure of interest rates in Australia, using data of different types as well as frequencies covering the period 1991(11) to 2000(9) is investigated using a relatively new modelling strategy previously untested on Australian interest rate data. Developed by Pesaran and Shin (2002),...