Functional cointegration test for expectation hypothesis of the term structure of interest rates in China
Yizheng Fu, Zhifang Su, Aihua Lin
| Year of publication: |
2024
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|---|---|
| Authors: | Fu, Yizheng ; Su, Zhifang ; Lin, Aihua |
| Published in: |
Asia Pacific financial markets. - [Erscheinungsort nicht ermittelbar] : Proquest, ISSN 1573-6946, ZDB-ID 2009834-0. - Vol. 31.2024, 4, p. 799-820
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| Subject: | Expectation theory hypothesis | Functional cointegration test | Interest rate | Zinsstruktur | Yield curve | Kointegration | Cointegration | China | Erwartungsbildung | Expectation formation | Zins | Rationale Erwartung | Rational expectations | Schätztheorie | Estimation theory | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10690-023-09431-w [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015176795