Benchmarking the expectations hypothesis of the interest-rate term structure : an analysis of cointegration vectors
Gary S. Shea
| Year of publication: |
1992
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| Authors: | Shea, Gary S. |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 10.1992, 3, p. 347-366
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| Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Statistische Methodenlehre | Statistical theory | Theorie | Theory | Zinsstruktur | Yield curve | USA | United States | 1952-1987 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001126531