Nonlinear mean reversion in the term structure of interest rates (Q951428): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 01:44, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonlinear mean reversion in the term structure of interest rates |
scientific article |
Statements
Nonlinear mean reversion in the term structure of interest rates (English)
0 references
24 October 2008
0 references
expectations hypothesis
0 references
transaction costs
0 references
threshold cointegration
0 references
