Impact of changes in the level, slope and curvature of interest rates on U.S. sector returns: an asymmetric nonlinear cointegration approach-Reference-Cited by-同舟云学术

Impact of changes in the level, slope and curvature of interest rates on U.S. sector returns: an asymmetric nonlinear cointegration approach

Author:

Jareño Francisco¹^ORCID,Tolentino Marta²^ORCID,González María de la O¹^ORCID,Oliver Alejandro³

Affiliation:

1. Department of Economics and Finance, Faculty of Economic and Business Sciences, University of Castilla-La Mancha, Albacete, Spain;

2. Department of Economics and Finance, School of Law and Social Sciences, University of Castilla-La Mancha, Albacete, Spain;

3. Ms. in Financial and Tax Advisory, University of Castilla-La Mancha, Albacete, Spain

Funder

Spanish

Publisher

Informa UK Limited

Subject

Economics and Econometrics

Link

Reference47 articles.

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