Title of article

Nonlinear mean reversion in the term structure of interest rates

Author/Authors

Byeongseon Seo، نويسنده ,

Issue Information

روزنامه با شماره پیاپی سال 2003

Pages

23

From page

2243

To page

2265

Keywords

Expectations hypothesis , Transaction costs , Threshold cointegration

Journal title

Journal of Economic Dynamics and Control

Serial Year

2003

Journal title

Journal of Economic Dynamics and Control

Record number

238524