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Mean reversion of interest rates in the eurocurrency market
Wu, Jyh-lin; Chen, Show-lin - In: Oxford bulletin of economics and statistics 63 (2001) 4, pp. 459-473
Persistent link: https://www.econbiz.de/10001622985
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A simple panel unit-root test with smooth breaks in the presence of a multifactor error structure
Lee, Chingnun; Wu, Jyh-lin; Yang, Lixiong - In: Oxford bulletin of economics and statistics 78 (2016) 3, pp. 365-393
Persistent link: https://www.econbiz.de/10011494823