Please use this identifier to cite or link to this item:
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 |
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