Instability tests in cointegration relationships : an application to the term structure of interest rates
Mariam Camarero; Cecilio Tamarit
| Year of publication: |
2002
|
|---|---|
| Authors: | Camarero Olivas, Mariam ; Tamarit Escalona, Cecilio R. |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 19.2002, 5, p. 783-799
|
| Subject: | Strukturbruch | Structural break | Kointegration | Cointegration | Zinsstruktur | Yield curve | Spanien | Spain | 1980-1996 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Economic modelling |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001691617