✦ LIBER ✦

Cointegration and the US term structure

✍ Scribed by Tom Engsted; Carsten Tanggaard

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Fractional cointegration and the term st

✍ Sandrine Lardic; Valérie Mignon 📂 Article 📅 2004 🏛 Springer-Verlag 🌐 English ⚖ 253 KB

Nonstationary term premia and cointegrat

✍ Kai Carstensen 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 73 KB

Cointegration of term structure premiums

✍ J. Madura; M.K. Wiley; E.R. Zarruk 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 305 KB

Cointegration analysis of the expectatio

✍ Farrokh Nourzad; R. Scott Grennier 📂 Article 📅 1995 🏛 Elsevier Science 🌐 English ⚖ 784 KB

Near unit roots, cointegration, and the

✍ Markku Lanne 📂 Article 📅 2000 🏛 John Wiley and Sons 🌐 English ⚖ 180 KB 👁 2 views

The domestic term structure and internat

✍ Hansen, Gerd 📂 Article 📅 1996 🏛 Springer 🌐 English ⚖ 646 KB