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An empirical study of nonlinear adjustment in the UIP model using a smooth transition regression model
Li, Dandan
;
Ghoshray, Atanu
;
Morley, Bruce
- In:
International Review of Financial Analysis
30
(
2013
)
C
,
pp. 109-120
rate volatility regimes, which is consistent with the transaction costs and
limits
to
speculation
hypotheses. However, the …
Persistent link: https://www.econbiz.de/10010730283
Saved in:
2
An empirical study of nonlinear adjustment in the UIP model using a smooth transition regression model
Li, Dandan
;
Ghoshray, Atanu
;
Morley, Bruce
- In:
International review of financial analysis
30
(
2013
),
pp. 109-120
Persistent link: https://www.econbiz.de/10010459990
Saved in:
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