The domestic term structure and international interest rate linkages: A cointegration analysis
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Bibliographic InfoArticle provided by Springer in its journal Weltwirtschaftliches Archiv.
Volume (Year): 132 (1996)
Issue (Month): 4 (December)
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Find related papers by JEL classification:
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
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