Salsecci, Gianluca; Paladino, Giovanna - In: Économie et Prévision 140 (1999) 4, pp. 45-62
[eng] The Risk-Modified Spread in Modelling the Dynamics of the Long-Term interest Rate : an . Application to the German, American and Italian Markets . by Giovanna Paladino and Gianluca Salsecci . Preliminary unit-root tests on a sample of US, German and Italian monthly data indicate that the...