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International journal of economics and finance
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Time series analysis of the US term structure of interest rates using a Bayesian Markov switching cointegration model
Sugita, Katsuhiro
- In:
International journal of economics and finance
9
(
2017
)
3
,
pp. 49-56
Persistent link: https://www.econbiz.de/10011642177
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2
Non-linear analysis of the Fisher effect : in the case of Japan
Sugita, Katsuhiro
- In:
International journal of economics and finance
9
(
2017
)
11
,
pp. 1-9
Persistent link: https://www.econbiz.de/10011764129
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3
Time series analysis of the expectations hypothesis for the Japanese term structure of interest rates in the presence of multiple structural breaks
Sugita, Katsuhiro
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003397310
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4
Bayesian analysis of dynamic multivariate structural breaks
Sugita, Katsuhiro
(
contributor
)
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2006
Persistent link: https://www.econbiz.de/10003397336
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