Work

Fractional Integration and Cointegration: Testing the Term Structure of Interest Rates

Year: 2009

Type: preprint

Source: RePEc: Research Papers in Economics

Authors: Marco Barassi, Dayong Zhang

Institution: University of Birmingham

Language: English

Topic: Monetary Policy and Economic Impact

Subfield: General Economics, Econometrics and Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1575898243

Cites: 27

Cited by: 2

Related to: 10