Barkoulas, John; Baum, Christopher F.; Oguz, Gurkan S. - Department of Economics, Boston College - 1996
DeGennaro, Kunkel, and Lee (1994) studied the long run dynamics of a system of long term interest rates of five industrialized countries by means of sophisticated cointegration methods. They found little evidence in support of the cointegration hypothesis, thus concluding that a separate set of...