Testing cointegration implications of the constant term premium hypothesis in US term structure data
Tom Engsted ; Carsten Tanggaard
| Year of publication: |
1992
|
|---|---|
| Authors: | Engsted, Tom ; Tanggaard, Carsten |
| Publisher: |
Aarhus |
| Subject: | Zinsstruktur | Yield curve | Kointegration | Cointegration | Theorie | Theory | USA | United States | Schätzung | Estimation |
| Extent: | 21 S |
|---|---|
| Series: | Research report from Department of Management Science / Aarhus School of Business. - Aarhus, ISSN 0906-9100, ZDB-ID 2196049-5. |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000847544