SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

The term structure of Japanese interest rates: · Study

ArticleShelves

ArticleThe term structure of Japanese interest rates:

Shew-Huei Kuo2003

Article2003

The term structure of Japanese interest rates:

Shew-Huei Kuo · Walter Enders

30 citations·0/0 files stored·Journal of the Japanese and International Economies

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Monetary Policy and Economic Impact Financial Markets and Investment Strategies Stochastic processes and financial applications

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 30 citations exist upstream.

References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root 1998Monetary policy rules in practice 1987Cointegration and Tests of Present Value Models 1988Testing for Common Trends 1998Unit-Root Tests and Asymmetric Adjustment With an Example Using the Term Structure of Interest Rates 2001Cointegration and Threshold Adjustment

Cited by

2010The term structure of interest rates, the expectations hypothesis and international financial integration: Evidence from Asian economies 2006Non-linear adjustment in the term structure of interest rates: a cointegration analysis in the non-linear STAR framework 2013Credit Risk Management in Indian Commercial Banks

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2004The Bundesbank's Inflation Policy and Asymmetric Behavior of the German Term Structurearticle · 13 shared references 2006Non-linear adjustment in the term structure of interest rates: a cointegration analysis in the non-linear STAR frameworkarticle · 11 shared references 2003The dynamic relationship between the federal funds rate and the Treasury bill rate: An empirical investigationarticle · 9 shared references 2002Testing for non-stationarity and cointegration allowing for the possibility of a structural break: an application to EuroSterling interest ratesarticle · 9 shared references 2004Vector equilibrium correction models with non‐linear discontinuous adjustmentsarticle · 8 shared references 2007Adaptive consistent unit-root tests based on autoregressive threshold modelarticle · 8 shared references

Details

Year2003

Typearticle

Published2003-08-12

VenueJournal of the Japanese and International Economies

ISSN-L0889-1583

Languageen

Citations30

Files0 public / 0

ShelfMonetary Policy and Economic Impact

Identifiers

doi10.1016/s0889-1583(03)00046-7

openalex_workW1487414967

Links

Imported from OpenAlex (CC0) — nothing here is generated.