Nominal interest rates and stationarity
作者： Mario Cerrato , Hyunsok Kim , Ronald MacDonald
DOI: 10.1007/S11156-012-0296-X
关键词: Interest rate 、 Null hypothesis 、 Financial market 、 Contrast (statistics) 、 Risk characteristics 、 Nominal interest rate 、 Corporate finance 、 Economics 、 Empirical evidence 、 Econometrics
摘要: This paper investigates the (break) stationarity null hypothesis using data for 25 interest rates with different maturities and risk characteristics in Canada US. In contrast to a large part of literature, this reports strong empirical evidence favour rate series.
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sci-hub.se 参考文章(9)
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