A cointegration analysis of Danish zero-coupon bond yields
Author:
Publisher
Informa UK Limited
Subject
Economics and Econometrics,Finance
Link
http://www.tandfonline.com/doi/pdf/10.1080/758530893
Reference22 articles.
1. DYNAMIC SPECIFICATION AND COINTEGRATION*
2. Cointegration and Tests of Present Value Models
3. Yield Spreads and Interest Rate Movements: A Bird's Eye View
4. Distribution of the Estimators for Autoregressive Time Series With a Unit Root
5. THE TERM STRUCTURE OF INTEREST RATES IN DENMARK 1982?89: TESTING THE RATIONAL EXPECTATIONS/CONSTANT LIQUIDITY PREMIUM THEORY
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