An empirical study of Taiwan's bond market based on the nonlinear dynamic model
This article examines long-run dynamic adjustments of the term structure of interest rates using Taiwan government bond interest with different maturities. This permits threshold and momentum-threshold adjustments to test for asymmetry in unit roots and cointegration. More specifically, we employ no...
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| Veröffentlicht in: | Applied financial economics |
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| Format: | UnknownFormat |
| Sprache: | eng |
| Veröffentlicht: |
2009
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