Do interest rates follow unit-root processes? evidence from cross-maturity treasury bill yields

Review of Quantitative Finance and Accounting

Volumn 8, Issue 1, 1997, Pages 69-81

  Yangru, W U ^a   Zhang, Hua ^b  

^a WEST VIRGINIA UNIVERSITY   (United States)

^b CHINESE UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

Panel data; Treasury bill yields; Unit roots

Indexed keywords

EID: 0002566752     PISSN: 0924865X     EISSN: 15737179     Source Type: Journal    
DOI: 10.1023/a:1008244721492     Document Type: Article

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