Unit-Root Tests and Asymmetric Adjustment with an Example Using the Term Structure of Interest Rates

1998 ◽  
Vol 16 (3) ◽  
pp. 304 ◽  
Author(s):  
Walter Enders ◽  
C. W. J. Granger
Keyword(s):  
Interest Rates ◽  
Term Structure ◽  
Unit Root ◽  
Unit Root Tests ◽  
Asymmetric Adjustment

scholarly journals Stationarity and the Term Structure of Interest Rates: A Characterisation of Stationary and Unit Root Yield Curves

2008 ◽  
Vol 2008 (0811) ◽  
Author(s):  
Clive G. Bowsher ◽  
Roland Meeks
Keyword(s):  
Interest Rates ◽  
Term Structure ◽  
Unit Root ◽  
Root Yield ◽  
Yield Curves

Wartime finance and the term structure of interest rates

1969 ◽  
Author(s):  
Julian Howard Taylor
Keyword(s):  
Interest Rates ◽  
Term Structure
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