• Title of article

    The expectations theory of interest rates: Cointegration and factor decomposition

  • Author/Authors

    Seungmook Choi، نويسنده , , Mark E. Wohar، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 1995
  • Pages
    10
  • From page
    253
  • To page
    262
  • Keywords
    Cointegration , Expectations theory , Term structure , Permanant component: Transitory component , Stationarity
  • Journal title
    International Journal of Forecasting
  • Serial Year
    1995
  • Journal title
    International Journal of Forecasting
  • Record number

    178608