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On the term structure of interest rates — Empirical results for Germany · Study

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ArticleOn the term structure of interest rates — Empirical results for Germany

Juergen Wolters1995

Article1995

On the term structure of interest rates — Empirical results for Germany

Juergen Wolters

16 citations·0/0 files stored·Statistical Papers

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

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References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root 1988Statistical analysis of cointegration vectors 2010Critical Values for Cointegration Tests 1987Cointegration and Tests of Present Value Models 1987Forecasting and testing in co-integrated systems 1991Yield Spreads and Interest Rate Movements: A Bird's Eye View 1992THE POWER OF COINTEGRATION TESTS

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1996The domestic term structure and international interest rate linkages: A cointegration analysis

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Year1995

Typearticle

Published1995-12-01

VenueStatistical Papers

ISSN-L0932-5026

Languageen

Citations16

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1007/bf02926034

openalex_workW1977249359

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