Showing 1 - 10 of 21
Persistent link: https://www.econbiz.de/10011918160
We investigate the synchronization and nonlinear adjustment dynamics of short-term interest rates for France, the UK and the US using the bi-directional feedback measures proposed by Geweke (1982) and appropriate smooth transition error-correction models (STECM). We find evidence to support the...
Persistent link: https://www.econbiz.de/10010875204
Persistent link: https://www.econbiz.de/10009009314
Persistent link: https://www.econbiz.de/10009751099
Persistent link: https://www.econbiz.de/10010399530
Persistent link: https://www.econbiz.de/10011966097
Persistent link: https://www.econbiz.de/10011974538
Persistent link: https://www.econbiz.de/10011918624
Persistent link: https://www.econbiz.de/10011645508