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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

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Empirical evidence on interest rate dynamics : evidence from USD, DM, GBP and JPY interest rates

Lekkos, Ilias - 1998

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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

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Non-normal errors or nonlinearity? : performance of unit root tests

Lee, Hyejin; Hur, Mansik - In: Applied economics 53 (2021) 52, pp. 6094-6103

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The relationship between interest rates and inflation : time series evidence from Canada

Fazlollahi, Negar; Ebrahimijam, Saeed - In: New Dynamics in Banking and Finance : 5th International …, (pp. 191-205). 2022

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Money velocity and the natural rate of interest

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The fisher relationship in Nigeria

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An alternative mean reversion test for interest rates

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Reconciling Interest Rates Evidence with Theory : Rejecting Unit Roots When the Hd(1) is a Competing Alternative

Palandri, Alessandro - 2022

The paper introduces the HD(1), a Markovian process of order one with reversion rates that are faster the farther the process is from equilibrium. The aHD(1) approximation is introduced to allow for an estimation-calibration procedure based on available ARMA routines. Critical values of unit...

Persistent link: https://www.econbiz.de/10014238890