Pages that link to "Item:Q4434339"

The following pages link to TESTING THE EXPECTATIONS THEORY OF THE TERM STRUCTURE OF INTEREST RATES IN THRESHOLD MODELS (Q4434339):

Displaying 9 items.

• Nonlinear mean reversion in the term structure of interest rates (Q951428) (← links)
• The revival of the expectations hypothesis of the US term structure of interest rates (Q1389754) (← links)
• Expectations hypothesis and term structure of interest rates: an evidence from emerging market (Q1627681) (← links)
• Testing the expectations hypothesis using long-maturity forward rates (Q1853649) (← links)
• Threshold nonlinear interest rates (Q1927902) (← links)
• The performance of variance ratio unit root tests under nonlinear stationary TAR and STAR processes: evidence from Monte Carlo simulations and applications (Q2476609) (← links)
• Pitfalls in Estimating Cointegrating Vector when Cointegration Relationship has Nonlinear Adjustment (Q3102865) (← links)
• Tests for a Unit Root Using Three-Regime TAR Models: Power Comparison and Some Applications (Q3183725) (← links)
• The Predictive Power of Yield Spreads for Future Interest Rates: Evidence from the Danish Term Structure (Q4211601) (← links)