Human mortality has been improving faster than expected over the past few decades. This unprecedented improvement has … been observed in historical mortality data. In this paper, we investigate the applicability of four nonlinear time … conditional heteroskedasticity model for mortality data. By analyzing the mortality data from England and Wales and Italy spanning …

. Our results point to the existence of such mean-reverting fractional cointegration among sovereign rates. In terms of out …

An equation explaining the long-run behavior of the bond rate from 1971 to 1993 indicates that inflation is the main … long-run economic determinant of the bond rate. Monetary policy actions have short-run but no long-run effects on the rate …