Yield spreads and interest rates movements : a cointegration approach
by Param Silvapulle and Brett Inder
| Year of publication: |
1993
|
|---|---|
| Authors: | Silvapulle, Paramsothy ; Inder, Brett A. |
| Publisher: |
Bundoora, Victoria : School of Economics and Commerce |
| Subject: | Zinsstruktur | Yield curve | Zins | Interest rate | Schätztheorie | Estimation theory | Australien | Australia | Kointegration | Cointegration |
| Extent: | 19, [1] S |
|---|---|
| Series: | Economics and commerce : discussion papers. - Bundoora, Victoria, Australia : School of Economics and Commerce, La Trobe University, ZDB-ID 2936417-6. - Vol. 9/93 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Literaturverz. S. 15 - 16 |
| ISBN: | 0-85816-888-X |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000142821