Nonlinear equilibrium adjustment dynamics and predictability of the term structure of interest rates
Stelios Bekiros, Christos Avdoulas, Christis Hassapis
| Year of publication: |
2018
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|---|---|
| Authors: | Bekiros, Stelios ; Avdoulas, Christos ; Hassapis, Christis |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 55.2018, p. 140-155
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| Subject: | Bond yields | Cointegration dynamics | Forecasting | Markov-switching | Term structure | Zinsstruktur | Yield curve | Prognoseverfahren | Forecasting model | Theorie | Theory | Kointegration | Cointegration | Anleihe | Bond | Markov-Kette | Markov chain | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2017.11.009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012006178