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Tests for asymmetric threshold cointegration with an application to the term structure
Wohar, Mark E., (2007)
Long- and short-term interest rates in 19 countries : tests of cointegration and parameter instability
Arize, Augustine Chuck, (2002)
Long-run and short-run determinants of sovereign bond yields in advanced economies
Poghosyan, Tigran, (2014)
Conventional mortgage interest rate and the effective federal funds rate pass-through
Hegwood, Natalie, (2017)
A cautionary note on the order of integration of post-war aggregate wage, price and productivity measures
Sollis, Robert, (2004)