Long-term interest rates in Europe: A fractional cointegration analysis

Author:

Caporale Guglielmo Maria,Gil-Alana Luis A.

Funder

MINECO

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference37 articles.

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4. Fractional dynamics in a system of long term international interest rates;Barkoulas;International Journal of Finance,1997

5. An exponential model in the spectrum of a scalar time series;Bloomfield;Biometrika,1973

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