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Benchmarking the expectations hypothesis of the interest-rate term structure : an analysis of cointegration vectors
Shea, Gary S. - In: Journal of business & economic statistics : JBES ; a … 10 (1992) 3, pp. 347-366
Persistent link: https://www.econbiz.de/10001126531
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Long memory models of interest rates, the term structure, and variance bounds tests
Shea, Gary S. - 1985
Persistent link: https://www.econbiz.de/10000709930
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Uncertainty and implied variance bounds in long-memory models of the interest rate term structure
Shea, Gary S. - In: Empirical economics : a journal of the Institute for … 16 (1991) 3, pp. 287-312
Persistent link: https://www.econbiz.de/10001109551