Structural breaks and the expectations hypothesis of the term structure: evidence from Central European countries
| Year of publication: |
2010
|
|---|---|
| Authors: | Koukouritakis, Minoas |
| Published in: |
Review of World Economics (Weltwirtschaftliches Archiv). - Institut für Weltwirtschaft (IfW). - Vol. 145.2010, 4, p. 757-774
|
| Publisher: |
Institut für Weltwirtschaft (IfW) |
| Subject: | Expectations hypothesis of the term structure | Structural breaks | Two-break LM unit root test | Cointegration with breaks | Theoretical spread |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008596102