Non-linear adjustment in the term structure of interest rates: a cointegration analysis in the non-linear STAR framework
| Year of publication: |
2006
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|---|---|
| Authors: | Maki, Daiki |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 10779735. - Vol. 16.2006, 17, p. 1301-1308
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