Term premium in a fractionally cointegrated yield curve

  1. Abbritti, M.
  2. Carcel, H.
  3. Gil-Alana, L.
  4. Moreno, A.
Aldizkaria:
Journal of Banking and Finance

ISSN: 0378-4266

Argitalpen urtea: 2023

Alea: 149

Mota: Artikulua

DOI: 10.1016/J.JBANKFIN.2023.106777 GOOGLE SCHOLAR lock_openSarbide irekia editor
Datuen iturria: Scopus