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http://bura.brunel.ac.uk/handle/2438/22348| Title: | Non-linearities and persistence in US long-run interest rates |
| Authors: | Caporale, GM Gil-Alana, LA Martin-Valmayor, M |
| Keywords: | long-term interest rates;government bond yields;fractional Integration;persistence;non-linearities |
| Issue Date: | 9-Mar-2021 |
| Publisher: | Routledge |
| Citation: | Caporale, G.C., Gil-Alana, L.A. and Martin-Valmayor, M.A. (2021) 'Non-linearities and persistence in US long-run interest rates', Applied Economics Letters, in press, pp. 1-5. doi: 10.1080/13504851.2021.1897511. |
| URI: | https://bura.brunel.ac.uk/handle/2438/22348 |
| DOI: | https://doi.org/10.1080/13504851.2021.1897511 |
| ISSN: | 1350-4851 |
| Appears in Collections: | Dept of Economics and Finance Research Papers |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| FullText.pdf | 767.04 kB | Adobe PDF | View/Open |
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