On the term structure of South African interest rates : cointegration and threshold adjustment
Year of publication: |
2017
|
---|---|
Authors: | Iyke, Bernard Njindan |
Published in: |
International journal of sustainable economy. - Genève [u.a.] : Inderscience Enterprises, ISSN 1756-5804, ZDB-ID 2476560-0. - Vol. 9.2017, 4, p. 300-321
|
Subject: | asymmetric adjustment | cointegration | term structure | interest rates | South Africa | Südafrika | Zinsstruktur | Yield curve | Kointegration | Cointegration | Schätzung | Estimation | Zins | Interest rate | Theorie | Theory |
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