Unit roots and the estimation of interest rate dynamics

Journal of Empirical Finance

Volumn 3, Issue 2, 1996, Pages 215-238

  Ball, Clifford A ^a   Torous, Walter N ^b  

^a VANDERBILT UNIVERSITY   (United States)

^b UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Interest rate dynamics; Mean reversion; Time series estimation; Unit roots

Indexed keywords

EID: 0030163306     PISSN: 09275398     EISSN: None     Source Type: Journal    
DOI: 10.1016/0927-5398(95)00018-6     Document Type: Article

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