Term structure linkages surrounding the Plaza and Louvre accords : evidence from Euro-rates and long-memory components
Ajay Patel; Gary L. Shoesmith
| Year of publication: |
2004
|
|---|---|
| Authors: | Patel, Ajay ; Shoesmith, Gary L. |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 28.2004, 9, p. 2051-2075
|
| Subject: | Euromarkt | Euromarkets | Zinsstruktur | Yield curve | Kointegration | Cointegration | Deutschland | Germany | Japan | Großbritannien | United Kingdom | USA | United States | 1979-2001 |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002153110