Pages that link to "Item:Q1927363"
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The following pages link to Nonstationary term premia and cointegration of the term structure (Q1927363):
Displaying 5 items.
- Term premia comovement in German, Japanese, and U.S. domestic markets (Q1804599) (← links)
- Evaluating the existence of structural change in the Brazilian term structure of interest rate: evidence based on Hansen's cointegration models with structural break (Q2400235) (← links)
- Term spread regressions of the rational expectations hypothesis of the term structure allowing for risk premium effects (Q2687856) (← links)
- Non-Markov Gaussian Term Structure Models: The Case of Inflation* (Q4554709) (← links)
- Mean-variance cointegration and the expectations hypothesis (Q5247279) (← links)