논문KCI 등재
Unstable Multiple Cointegration Relations in the Term Structure of Interest Rates
1
조회
0
다운로드
3
인용
0
참고문헌
주제분류경제학
관련 논문AI추천
The Zero Bound and the Term Structure in a Nonlinear Macroeconomic ModelAlexander L. Wolman경제연구소 · Seoul Journal of Economics2006 · 제19권 제1호Measuring the Length of Period for the Long-Run Equilibrium in a Cointegration Relation김재영경제연구소 · Seoul Journal of Economics2003 · 제16권 제1호Co-movements of International Term Structure Slopes and Affine Term Structure ModelsIn Seok Baek, Won Tark Doh경제연구소 · Seoul Journal of Economics2011 · 제24권 제3호New Empirical Evidence for the Fisher Relation: Integration and Short-run Instability김재영, 박웅용경제연구소 · Seoul Journal of Economics2015 · 제28권 제4호A Diagnostic Tool for Yield Curve Models안동현경제연구소 · Journal of Economic Research (JER)2009 · 제14권 제1호Nonlinear Dynamics of Real Interest Rates across Countries정상국한국금융공학회 · 金融工學硏究2008 · 제7권 제4호