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Multiple trend breaks and the unit-root hypothesis
Lumsdaine, Robin L. - In: The review of economics and statistics 79 (1997) 2, pp. 212-218
Persistent link: https://www.econbiz.de/10001222493
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Unit roots and long-run causality : investigating the relationship between output, money and interest rates
Caporale, Guglielmo Maria - In: Economic modelling 15 (1998) 1, pp. 91-112
Persistent link: https://www.econbiz.de/10001247848
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International linkages and macroeconomic news effects on interest rate volatility : Australia and the US
Kim, Suk-Joong - 1998
Persistent link: https://www.econbiz.de/10000996626
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Long-term interest rates in the US and Germany
Hammersland, Roger; Vikøren, Birger - 1997
Persistent link: https://www.econbiz.de/10000969560
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Interest rates linkages between the French, German and USA interest rates : econometric evidence for the "German and US dominance" hypothesis
Fisher, Lance A.; Joyeux, Roselyne; Worner, William E. - 1997
Persistent link: https://www.econbiz.de/10000982788
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Estimation of continuous-time models for stock returns and interest rates
Gallant, A. Ronald - In: Macroeconomic dynamics 1 (1997) 1, pp. 135-168
Persistent link: https://www.econbiz.de/10001337436
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Non-Linearities and Persistence in US Long-Run Interest Rates
Caporale, Guglielmo Maria; Gil-Alana, Luis A.; … - 2021
-August 2020, the other from the ECB reporting average monthly values over the period January 1900-August 2020. The estimation …
Persistent link: https://www.econbiz.de/10013314848
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Integration of the mortgage and capital markets in Canada : a cointegration analysis
Park, Soo-bin - 1996
Persistent link: https://www.econbiz.de/10000948421
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The Fisher model and financial markets
MacMinn, Richard D. - 2005
Persistent link: https://www.econbiz.de/10002871569
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Taux d'intérêt, spreads, comportement bancaire : les effets sur l'activité réelle
Barrán Cabrera, Fernando - In: Revue économique : revue bimestrielle 46 (1995) 3, pp. 625-634
Persistent link: https://www.econbiz.de/10001333595