Testing for a break in the persistence in yield spreads of EMU government bonds
Philipp Sibbertsen; Christoph Wegener; Tobias Basse
| Year of publication: |
2014
|
|---|---|
| Authors: | Sibbertsen, Philipp ; Wegener, Christoph ; Basse, Tobias |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 41.2014, p. 109-118
|
| Subject: | Testing uncovered interest parity | Fractional integration | Changing persistence | Zinsstruktur | Yield curve | Zinsparität | Interest rate parity | EU-Staaten | EU countries | Öffentliche Anleihe | Public bond | Eurozone | Euro area | Strukturbruch | Structural break | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation |
| 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://ebvufind01.dmz1.zbw.eu/10010408487