A covariate residual-based cointegration test applied to the CDS-bond basis (Q1695564)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A covariate residual-based cointegration test applied to the CDS-bond basis |
scientific article; zbMATH DE number 6835812
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A covariate residual-based cointegration test applied to the CDS-bond basis |
scientific article; zbMATH DE number 6835812 |
Statements
A covariate residual-based cointegration test applied to the CDS-bond basis (English)
0 references
7 February 2018
0 references
cointegration
0 references
stationary covariates
0 references
local asymptotic power
0 references
CDS basis
0 references
0 references
0 references
