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Asymmetric adjustments in the spread of lending and deposit rates : evidence from extended threshold unit root tests
Lee, Junsoo; Strazicich, Mark; Yu, Byungchul - In: Review of financial economics : RFE 22 (2013) 4, pp. 187-193
Persistent link: https://www.econbiz.de/10010442728
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Reconciling interest rates evidence with theory : rejecting unit roots when the HD(1) is a competing alternative
Palandri, Alessandro - In: Journal of banking and finance 161 (2024), pp. 1-19
Persistent link: https://www.econbiz.de/10015065796
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The Libor rate : what does it look like during turmoil times?
Fouquau, Julien; Spieser, Philippe - In: Journal of quantitative economics : official journal of … 12 (2014) 2, pp. 110-120
Persistent link: https://www.econbiz.de/10011504458
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Spread corrigé des risques et dynamique du taux d'intérêt à long terme : une application aux marchés allemand, américain et italien
Paladino, Giovanna; Salsecci, Gianluca - In: Economie & prévision : EP (1999) 4/5, pp. 45-62
Persistent link: https://www.econbiz.de/10001490913
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Unit root vector autoregression with volatility induced stationarity
Rahbek, Anders; Bohn Nielsen, Heino - 2012
Persistent link: https://www.econbiz.de/10009545958
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Unit root vector autoregression with volatility induced stationarity
Rahbek, Anders; Bohn Nielsen, Heino - 2012
Persistent link: https://www.econbiz.de/10009546007
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Short-term interest rate dynamics : a spatial approach
Bandi, Federico M. - In: Journal of financial economics 65 (2002) 1, pp. 73-110
Persistent link: https://www.econbiz.de/10001690103
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Did quantitative easing affect interest rates outside the US? : new evidence based on interest rate differentials
Belke, Ansgar; Gros, Daniel; Osowski, Thomas - 2016
„Quantitative Easings“ der Federal Reserve auf den amerikanischen Zins erkennen. Ausgehend von diesem Ergebnis werden empirisch im …
Persistent link: https://www.econbiz.de/10011414128
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The relationship between short-term and forward interest rates : a structural time-series analysis
Iyer, Sridhar - In: Applied financial economics 10 (2000) 2, pp. 143-153
Persistent link: https://www.econbiz.de/10001525829
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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