Term premium in a fractionally cointegrated yield curve

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

ISSN: 0378-4266

Année de publication: 2023

Volumen: 149

Type: Article

DOI: 10.1016/J.JBANKFIN.2023.106777 GOOGLE SCHOLAR lock_openAccès ouvert editor
La source de données: Scopus