مرکز منطقه ای اطلاع رساني علوم و فناوري - The expectations theory of interest rates: Cointegration and factor decomposition

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 :

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

Link To Document :