Showing 1 - 10 of 117,175
We propose an alternative approach to examine the nonlinear (asymmetric) behaviour of interest rates which can be both size and sign dependent. Compared to other widely used approaches, our model performs quite well based on two model selection criteria.
Persistent link: https://www.econbiz.de/10010681753
Persistent link: https://www.econbiz.de/10011540004
Persistent link: https://www.econbiz.de/10011697839
Persistent link: https://www.econbiz.de/10012241189
Persistent link: https://www.econbiz.de/10012818085
) model of Leybourne et al. (1996), and the stochastic cointegration (SC) model of Harris et al. (2002, 2006). Both models …
Persistent link: https://www.econbiz.de/10015382990
Persistent link: https://www.econbiz.de/10011897618
Persistent link: https://www.econbiz.de/10012127664
Persistent link: https://www.econbiz.de/10012258310
Persistent link: https://www.econbiz.de/10011439432