Threshold cointegration and threshold dynamics
Year of publication: |
2003
|
---|---|
Authors: | Chung, Pin Johnny |
Subject: | Zinsstruktur | Yield curve | Kointegration | Cointegration | Unternehmensanleihe | Corporate bond | Öffentliche Anleihe | Public bond | Effizienzmarkthypothese | Efficient market hypothesis | Schätzung | Estimation | USA | United States | 1960-1997 |
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