Mean reversion of short-run interest rates : empirical evidence from new EU countries
Year of publication: |
2012
|
---|---|
Authors: | Barros, Carlos Pestana ; Gil-Alaña, Luis A. ; Matousek, Roman |
Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 18.2012, 1/2, p. 89-107
|
Subject: | interest rate | mean reversion | EU | Zins | Interest rate | Mean Reversion | Mean reversion | EU-Staaten | EU countries |
-
An alternative mean reversion test for interest rates
Özel, Özgür, (2018)
-
Adkins, Lee Chester, (1999)
-
Lond memory in the interest rates in some Asian countries
Gil-Alaña, Luis A., (2003)
- More ...
-
Barros, Carlos Pestana, (2011)
-
Barros, Carlos Pestana, (2012)
-
Productivity growth and biased technological change: Credit banks in Japan
Barros, Carlos Pestana, (2009)
- More ...