Stationarity and the Term Structure of Interest Rates: A Characterisation of Stationary and Unit Root Yield Curves
Keyword(s):
Unit-Root Tests and Asymmetric Adjustment with an Example Using the Term Structure of Interest Rates
1998 ◽
Vol 16
(3)
◽
pp. 304
◽
Keyword(s):
Keyword(s):
2011 ◽
Vol 162
(1)
◽
pp. 55-70
◽
Unit-Root Tests and Asymmetric Adjustment With an Example Using the Term Structure of Interest Rates
1998 ◽
Vol 16
(3)
◽
pp. 304-311
◽