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Modelling the Term Structure · Study

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PreprintModelling the Term Structure

Adrian Pagan1995

Preprint1995

Modelling the Term Structure

Adrian Pagan · Vance L. Martin

41 citations·0/0 files stored·RePEc: Research Papers in Economics

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Stochastic processes and financial applications Financial Markets and Investment Strategies Financial Risk and Volatility Modeling

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2013Mean-variance cointegration and the expectations hypothesis 2003TESTING THE EXPECTATIONS THEORY OF THE TERM STRUCTURE OF INTEREST RATES IN THRESHOLD MODELS 2007An Affine Macro-Factor Model of the UK Yield Curve 2004Fractional cointegration and the term structure

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Year1995

Typepreprint

Published1995-01-01

VenueRePEc: Research Papers in Economics

Languageen

Citations41

Files0 public / 0

ShelfStochastic processes and financial applications

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openalex_workW1530524168

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