Work

Fractional cointegration and the term structure

Year: 2004

Type: article

Source: Empirical Economics

DOI: 10.1007/s00181-004-0206-8

Authors: Sandrine Lardic, Val�rie Mignon

Institutions: Centre National de la Recherche Scientifique, Université Paris Nanterre, Théorie Économique, Modélisation et Applications

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: W2076837112

FWCI:

Cites: 44

Cited by: 16

Related to: 10