International convergence of capital market interest rates

Economist

Volumn 146, Issue 2, 1998, Pages 257-269

  Fase, M M G ^a   Vlaar, P J G ^b  

^a UNIVERSITY OF AMSTERDAM   (Netherlands)

^b DE NEDERLANDSCHE BANK   (Netherlands)

Author keywords

Cointegration; Interest rate convergence; Principal components analysis

Indexed keywords

EID: 0010292044     PISSN: 0013063X     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1003296928097     Document Type: Article

References (16)

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