Open AccessTesting the Expectations Hypothesis when Interest Rates are Near Integrated
Author(s) -
Meredith Beechey,
Erik Hjalmarsson,
Pär Österholm
Publication year - 2008
Publication title -
international finance discussion paper
Language(s) - English
Resource type - Journals
eISSN - 2767-4509
pISSN - 1073-2500
DOI - 10.17016/ifdp.2008.953
Subject(s) - cointegration , unit root , economics , null hypothesis , econometrics , interest rate
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