Persistence and cyclical dependence in the monthly euribor rate
Year of publication: |
January 2016
|
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Authors: | Caporale, Guglielmo Maria ; Gil-Alaña, Luis A. |
Published in: |
Journal of economics and finance. - New York, NY : Springer, ISSN 1055-0925, ZDB-ID 1163091-7. - Vol. 40.2016, 1, p. 157-171
|
Subject: | Euribor rate | Time dependence | Cyclical behaviour | Konjunktur | Business cycle | Zins | Interest rate | Zeitökonomie | Economy of time | Schätzung | Estimation | Europa | Europe | Hysterese | Hysteresis |
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