Short-term and long-term interest rate spread’s dynamics to risk and the yield curve
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Medicine
Link
https://link.springer.com/content/pdf/10.1007/s43546-022-00336-w.pdf
Reference26 articles.
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5. Dickey DA, Fuller WA (1981) Likelihood ratio statistics for autoregressive time series with a unit root. Econometrica J Econ Soc 1057–1072
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