مرکز منطقه ای اطلاع رساني علوم و فناوري - Nonlinear mean reversion in the term structure of interest rates

Title of article :

Nonlinear mean reversion in the term structure of interest rates

Author/Authors :

Byeongseon Seo، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2003

Pages :

From page :

2243

To page :

2265

Keywords :

Expectations hypothesis , Transaction costs , Threshold cointegration

Journal title :

Journal of Economic Dynamics and Control

Serial Year :

2003

Journal title :

Journal of Economic Dynamics and Control

Record number :

238524

Link To Document :