EXCESS VOLATILITY AND EXCESS SMOOTHNESS OF LONG TERM INTEREST RATES: WHEN UNIT ROOTS MATTER.
| Year of publication: |
1989
|
|---|---|
| Authors: | SCHOTMAN, P. |
| Institutions: | Econometrisch Instituut, Faculteit der Economische Wetenschappen |
| Subject: | expectations | economic models | interest rate |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | 45 pages |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10005474881