Work

Do Interest Rates Follow Unit-Root Processes? Evidence from Cross-Maturity Treasury Bill Yields

Year: 1997

Type: article

Source: Review of Quantitative Finance and Accounting

DOI: 10.1023/a:1008244721492

Authors: YANGRU Wu, HUA Zhang

Institutions: West Virginia University, Chinese University of Hong Kong

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: W1604394171

FWCI: 2.223

Cites: 32

Cited by: 24

Related to: 10