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http://bura.brunel.ac.uk/handle/2438/22348Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Caporale, GM | - |
| dc.contributor.author | Gil-Alana, LA | - |
| dc.contributor.author | Martin-Valmayor, M | - |
| dc.date.accessioned | 2021-02-28T15:41:57Z | - |
| dc.date.available | 2021-02-28T15:41:57Z | - |
| dc.date.issued | 2021-03-09 | - |
| dc.identifier.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. | - |
| dc.identifier.issn | 1350-4851 | - |
| dc.identifier.uri | https://bura.brunel.ac.uk/handle/2438/22348 | - |
| dc.description.sponsorship | Ministerio de EconomÃa y Competitividad [ECO2017-85503-R]. | - |
| dc.format.extent | 1 - 5 (5) | - |
| dc.format.medium | Print-Electronic | - |
| dc.language | English | - |
| dc.language.iso | en | en_US |
| dc.publisher | Routledge | en_US |
| dc.rights | This is an Open Access article distributed under the terms of the Creative Commons Attribution-NonCommercial-NoDerivatives License (https://creativecommons.org/licenses/by-nc-nd/4.0/), which permits non-commercial re-use, distribution, and reproduction in any medium, provided the original work is properly cited, and is not altered, transformed, or built upon in any way. | - |
| dc.rights.uri | https://creativecommons.org/licenses/by-nc-nd/4.0/ | - |
| dc.subject | long-term interest rates | en_US |
| dc.subject | government bond yields | en_US |
| dc.subject | fractional Integration | en_US |
| dc.subject | persistence | en_US |
| dc.subject | non-linearities | en_US |
| dc.title | Non-linearities and persistence in US long-run interest rates | en_US |
| dc.type | Article | en_US |
| dc.identifier.doi | https://doi.org/10.1080/13504851.2021.1897511 | - |
| dc.relation.isPartOf | Applied Economics Letters | - |
| pubs.publication-status | Published online | - |
| dc.identifier.eissn | 1466-4291 | - |
| 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 |
This item is licensed under a Creative Commons License
