Department of Management

A cointegration analysis of Danish zero-coupon bond yields

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Der præsenteres en ny database af danske nul-kupon obligationsrenter for perioden 1976-1991, og forventningshypotesens kointegrationsimplikationer testes v.h.a. multivariate kointegrationsmetoder.
Udgivelsesdato: August
Original languageEnglish
JournalApplied Financial Economics
IssueNr.4
Pages (from-to)265-278
Number of pages14
ISSN0960-3107
Publication statusPublished - 1994

    Research areas

  • HHÅ forskning

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