Cointegration and capital market integration : an application of the error-correction mechanism to investigate the relationship between domestic and offshore US dollar yields
Peggy E. Swanson
| Year of publication: |
1993
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| Authors: | Swanson, Peggy Eubanks |
| Published in: |
Journal of economics and finance. - New York, NY : Springer, ISSN 1055-0925, ZDB-ID 1163091-7. - Vol. 17.1993, 1, p. 1-17
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| Subject: | Zinsstruktur | Yield curve | Internationaler Finanzmarkt | International financial market | Zeitreihenanalyse | Time series analysis | USA | United States | 1986-1987 |
| 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/10001150418