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An empirical comparison of interest rates using an interest rate model and nonparametric methods
Nowman, Kalid Ben; Saltoglu, Burak - In: Applied economics letters 10 (2003) 10, pp. 643-645
Persistent link: https://www.econbiz.de/10001801948
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Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - In: Applied economics letters 29 (2022) 4, pp. 366-370
Persistent link: https://www.econbiz.de/10012803550
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Fractional cointegration in US term spreads
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Applied economics letters 19 (2012) 4/6, pp. 431-434
Persistent link: https://www.econbiz.de/10009630703