Nonlinear adjustment in US bond yields: An empirical model with conditional heteroskedasticity

✍ Scribed by Riccardo Lucchetti; Giulio Palomba

• Book ID: 116423896
• Publisher: Elsevier Science
• Year: 2009
• Tongue: English
• Weight: 786 KB
• Volume: 26
• Category: Article
• ISSN: 0264-9993
• DOI: 10.1016/j.econmod.2009.01.013