Testing for a break in the persistence in yield spreads of EMU government bonds
Year of publication: |
2013
|
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Authors: | Sibbertsen, Philipp ; Wegener, Christoph ; Basse, Tobias |
Publisher: |
Hannover : Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät |
Subject: | Testing Uncovered Interest Parity | Fractional integration | Changing persistence |
Series: | Diskussionsbeitrag ; 517 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 768256240 [GVK] hdl:10419/92947 [Handle] RePEc:han:dpaper:dp-517 [RePEc] |
Classification: | C22 - Time-Series Models ; E43 - Determination of Interest Rates; Term Structure Interest Rates ; G12 - Asset Pricing |
Source: |
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Testing for a break in the persistence in yield spreads of EMU government bonds
Sibbertsen, Philipp, (2013)
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Testing for a break in the persistence in yield spreads of EMU government bonds
Sibbertsen, Philipp, (2014)
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Testing for a Break in the Persistence in Yield Spreads of EMU Government Bonds
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Testing for a break in the persistence in yield spreads of EMU government bonds
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