Term premia comovement in German, Japanese, and U.S. domestic markets

DOI10.1007/BF00999043zbMATH Open0822.90033MaRDI QIDQ1804599FDOQ1804599

Authors: Helen Popper 

Publication date: 15 May 1995

Published in: Open Economies Review (Search for Journal in Brave)

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zbMATH Keywords

international capital markets

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

Cites Work

• A theory of the term structure of interest rates
• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
• A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
• Asset Prices in an Exchange Economy
• On the Formulation of Wald Tests of Nonlinear Restrictions

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